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- Thu Nov 01, 2018 10:44 am
- Forum: Estimation
- Topic: Forecasting probability
- Replies: 0
- Views: 3313
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...