LFM / LFD regression doesn’t require individual securities Posted on 十月 31, 2013八月 12, 2019 由BinTAN发布 The regressors are not restricted to individual securities. They are often opaque securities. (The SPX could be such a regressor.) All we need is a time-series of prices or returns. Share this:TwitterFacebook赞过:赞 正在加载…… Related