How to estimate weekly, monthly and yearly beta in stata | Statsby

Mar 19, 2023
thedatahall.com Logo

thedatahall.com

Verified Open.Video Creator Badge

Especially in the area of finance, we need to calculate the different frequencies of betas, i.e. weekly, monthly or annual betas. Usually to represent a systematic risk of a stock and use the generated series to study its impact on other factors. 00:00 Introduction of topic 02:48 Statsby command 06:47 Naming variables in statsby 5:07 Saving and clear option 0807 More statistics in statsby 8:57 Estimate Yearly betas 11:03 Estimate Monthly betas 12:53 Estimate Weekly betas Website: thedatahall.com

#Investing
#Other