System Of Equations, Generalized Linear Model, Linear Regression, Covariance Matrix, Kronecker Product.
captured in the corresponding market rates of return regression variables in the models (4b) and (4c). And therefore, these influences leak into the error terms ϵ_(NYSE:X)t and ϵ_(NASDAQ:GFS)t of the respective models. What we have inferred is that for any given time frame t such as 3 months, the