Rolling beta using daily data over past quarter
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I have daily returns for a stock and market over 90 years (Jan 1927 to Dec 2017).
I want to calculate rolling beta at each period by using daily data over past 3 months.
For example as data starts from Jan 1927 so first beta should be based on daily returns of Jan, Feb and March. And second beta should be based on Feb, March and April and so on.
Data is attached.
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