Select a stock or index and obtain at least 5 years of daily or weekly data. Estimate

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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

ISBN: 978-0321280305

2nd Edition

Authors: Robert L. McDonald

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