Data for a number of stock indices are provided on the authors Web site: www.rotman.utoronto.ca/ hull/data Choose

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Data for a number of stock indices are provided on the author’s Web site:
www.rotman.utoronto.ca/ hull/data
Choose an index and test whether a three standard deviation down movement happens more often than a three standard deviation up movement.

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Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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Question Posted: Jan 20, 2016 09:01 AM

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Data for a number of stock indices are provided on the authors Web site: www.rotman.utoronto.ca/ hull/data Choose

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The percentage of times up and down movements happen a...View the full answer

Fundamentals of Futures and Options Markets

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