I am assigned to do a regression analysis of several sets of data to test hypotheses about relationships between them. It must be Finance-specific. My professor has already shot down my first 2 ideas, so I need some suggestions! Thank you!
Ideas for a Finance specific regression analyis?
A) Is company A correlated to Index B in an X% probability test over period Y?
B) Is an Index B over a time period autoregressive over time period Y.
C) Is Company's A's stock perform heteroskedastic over time period Y?
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