The classical mean-variance models are reinterpreted as conditional location-scale models so that the quantile regression method can be naturally geared into the considered models. The consistency and ...

Journal of Applied Probability, Vol. 23, Essays in Time Series and Allied Processes (1986), pp. 89-98 (10 pages) Regression analysis with stationary errors is extended to the case when, observations ...

Regression analysis is a quantitative tool that is easy to use and can provide valuable information on financial analysis and forecasting.

This is the twelfth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

There are several ways you can use regression analysis in stock investing, but one method involves looking at two different stocks to see how their movements correlate over time.