Take real data on the daily stock prices for the stocks of two companies for one year

Question:

Take real data on the daily stock prices for the stocks of two companies for one year from, say, http://finance.yahoo.com or another similar site. Using the VaR criterion, for different values of γ, compare the performance of the companies. (The analysis should be based on returns, that is, on the ratios of the prices on the current and previous days.) Estimate the mean return for each company. Characterize and compare the performance of the companies, taking into account both characteristics.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: