Recent content by JoeJackson12

  1. J

    Modeling portfolio using multiple regressions

    Hi All, I'm wondering about the viability of this task. I'm looking to form something similar to an investment portfolio, which aggregates different financial securities and calculates the expected aggregated return and standard deviation. As opposed to using the historical returns and...
  2. J

    Using a dummy variable to model threshold effects

    Hi All, I'm new to this thread and very green/inexperienced in using regressions. I'm trying to model threshold effects in a time series analysis - for instance, does an output hike of 5% or greater lead to a different effect on returns than when the output change is less than 5%. Given that I...