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Using linear regression on (lagged) returns of one stock to predict returns of another
Suppose I want to build a linear regression to see if returns of one stock can predict returns of another. For example, let's say I want to see if the VIX return on day X is predictive of the S&P ...
May 5 '11 at 23:42
newest regression forecasting questions feed
Putting the Community back in Wiki
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