![Beta. The standard procedure for estimating betas is to regress stock returns (R j ) against market returns (R m ): R j = a + b R m where a Beta. The standard procedure for estimating betas is to regress stock returns (R j ) against market returns (R m ): R j = a + b R m where a](https://images.slideplayer.com/22/6396164/slides/slide_54.jpg)
Beta. The standard procedure for estimating betas is to regress stock returns (R j ) against market returns (R m ): R j = a + b R m where a
Top-Down Beta Rhythms Support Selective Attention via Interlaminar Interaction: A Model | PLOS Computational Biology
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