15. Select a stock that has at least 5 years of daily data. Create data sets consisting...
Question:
15. Select a stock that has at least 5 years of daily data. Create data sets consisting of daily data and weekly data, Wednesday to Wednesday. (The weekday function in Excel will tell you the day of the week corresponding to a date. Wednesday is 4.)
For both data sets, create a histogram of returns and a normal plot. Are the stock prices lognormal?
Step by Step Answer:
Related Book For
Derivatives Markets Pearson New International Edition
ISBN: 978-1292021256
3rd Edition
Authors: Robert L. Mcdonald
Question Posted: