Hi Bro, you work has been extremely helpful in understanding distributions. Regarding the returns with Stocks, are there going to be any new videos? I was also keen to know which of the distribution methods did you end up liking the most for historical returns in terms of reliability. Cheers
Hi, and thanks for the question! For stocks, Johnson SU and generalised normal distribution generally work best. I have covered a lot of distributions and there might not be many left that are easily implementable and practically relevant :) Glad the videos have been helpful!
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Thank you so much for the video, very clear and interesting! Video suggestion: Deterministic Frontier Analysis and Stochastic Frontier Analysis
Hi Bro, you work has been extremely helpful in understanding distributions. Regarding the returns with Stocks, are there going to be any new videos? I was also keen to know which of the distribution methods did you end up liking the most for historical returns in terms of reliability. Cheers
Hi, and thanks for the question! For stocks, Johnson SU and generalised normal distribution generally work best. I have covered a lot of distributions and there might not be many left that are easily implementable and practically relevant :) Glad the videos have been helpful!
Hey @NEDL, I've a lot of data observation and I couldn't find the solution to fit heteroscedasticity test. Can you give me some advice? Thanks
hi! how about it panel data? how to do the test for heteroskedasticity?