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- Sat Mar 18, 2017 6:16 pm
- Forum: Econometric Discussions
- Topic: Help needed for thesis
- Replies: 0
- Views: 2660
Help needed for thesis
Hello guys. I'm doing a thesis on the september effect, still I need to study all the months in the financial markets. I just need 1 example to know how to do to different markets. The return is calculated with LN(Pt/Pt-1). When i tried to estimate I have a regression with dummies I use return c @ex...