To conduct this analysis, I ran a regression equation using dummy variables to divide the world into two states: up public stock markets versus down public stock markets. By using dummy variables in this manner, I was able to observe different anbsp;...
|Title||:||Quantitative Investment Analysis|
|Author||:||Richard A. DeFusco, Dennis W. McLeavey, Jerald Pinto, David E. Runkle|
|Publisher||:||John Wiley & Sons - 2011-01-06|