1. To estimate the risk of a stock, a sample of 50 log returns was taken and...
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1. To estimate the risk of a stock, a sample of 50 log returns was taken and s was 0.31. To get a confidence interval for σ, 10,000 resamples were taken. Let sb,boot be the sample standard deviation of the bth resample.
The 10,000 values of sb,boot/s were sorted and the table below contains selected values of sb,boot/s ranked from smallest to largest (so rank 1 is the smallest and so forth)
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Statistics And Data Analysis For Financial Engineering With R Examples
ISBN: 9781493926138
2nd Edition
Authors: David Ruppert, David S. Matteson
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