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vocian
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Joined: May 13th, 2007, 6:49 am

New researches including regression methods

August 22nd, 2008, 3:19 am

Hi everyoneI'm searching for new area of research and newely puplished papers in financial engeneering and quantitative finance which used regression methods(or time series analysis) for my university project. It have to be regression (prefered) or TSI and it have to be in the field of QF or FE. I need help.tnx
 
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Maursh
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Joined: August 24th, 2005, 10:16 am

New researches including regression methods

August 22nd, 2008, 2:19 pm

A suggestion:Most universities give students online access to journals. Try sites such as JSTOR and run a subject search for articles.You just need to find one relevant article and you can then run a search on the referenced articles within that. They may be directly relevant or they may have been referenced in other relevant articles.
 
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bostonquant
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Joined: March 26th, 2006, 7:46 pm

New researches including regression methods

August 22nd, 2008, 8:05 pm

I don't have any specific papers but I would take a look at modern robust regression models since financial data is almost never distributed nicely...
 
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TraderJoe
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Joined: February 1st, 2005, 11:21 pm

New researches including regression methods

August 23rd, 2008, 12:00 am

Have you tried Google (scholar) ? Type in "regression and finance", then hit Search.You're welcome,TJ.