Читать книгу The Investment Advisor Body of Knowledge + Test Bank - IMCA - Страница 31
CHAPTER 3
Statistics and Methods
Part VI Mathematics and Statistics for Financial Risk Management: Linear Regression Analysis
ОглавлениеLearning Objectives
■ Describe linear regression and explain the formula (y = a + bx).
■ Define coefficient of determination (R-squared) and explain how it is used.
■ Explain the difference between univariate and multivariate regression models.
■ Describe multicollinearity and discuss how increasingly integrated global financial markets cause challenges in managing risk.
