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by BTB
Thu Nov 01, 2018 10:44 am
Forum: Estimation
Topic: Forecasting probability
Replies: 0
Views: 1211

Forecasting probability

Hi all, I am facing a problem with forecasting probability. I need to forecast the probability of a crash within the next 24 months in the financial markets with regard to historical 24 months returns and its 95% confidence interval. I have a database which looks like: A B historical returns crash y...

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