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.

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 ...

This paper discusses a quasi-likelihood (QL) approach to regression analysis with time series data. We consider a class of Markov models, referred to by Cox (1981, Scandinavian Journal of Statistics 8 ...