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  1. L

    Logit, probit or what?

    Hi everyone, I would like to here someone's opinion on the following matter. I am carrying out a research paper in finance on the investment style of mutual funds. I am trying to use a holdings-based analysis according to which each fund is classified on the basis of the underlying...
  2. L

    Autocorrelation

    Hi everyone, I have a small theoretical doubt about autocorrelation. I am running a montecarlo simulation of the inflation rate in 3 different years (2019,2020,2021) using Crystal Ball and I now have to specify the correlation between the base values. In order to do that I have computed the lag...