What is rolling linear regression?

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What is rolling linear reagression?
May 23, 2019 in Machine Learning by Tina
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Rolling regression is the analysis of changing the relationship between different variables over time. Visualizing regression outputs like correlation, r-squared, beta and the standard error over time can be helpful in the analysis of risk for stocks, portfolios and factors.

answered May 23, 2019 by Jinu

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