14. Select a stock or index and obtain at least 5 years of daily or weekly data....
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14. Select a stock or index and obtain at least 5 years of daily or weekly data. Estimate the annualized mean and volatility, using all data and 1 year at a time. Compare the behavior of your estimates of the mean with those of the standard deviation.
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Derivatives Markets Pearson New International Edition
ISBN: 978-1292021256
3rd Edition
Authors: Robert L. Mcdonald
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