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1. Consider the following time series of a stock return: Period Return 2011 to 2012 -4.488% 2012 to 2013 -2.503% 2013 to 2014 4.715%
1. Consider the following time series of a stock return: Period Return 2011 to 2012 -4.488% 2012 to 2013 -2.503% 2013 to 2014 4.715% 2014 to 2015 5.683% 2015 to 2016 1.846% 2016 to 2017 -3.049% a. Calculate the geometric mean return of the stock. b. Calculate the kernel density estimate of the return at x = 0 with a bandwidth of 10% using the Epanechnikov kernel function, K(x) (1-x), |x| 1 0 otherwise asses: those who are
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