Question
1 Download the csv file GOOG.csv and read the historical data of google (GOOG) from ummoodle website. Plot the time series of close price. 2
1 Download the csv file "GOOG.csv" and read the historical data of google (GOOG) from ummoodle website. Plot the time series of close price.
2 Compute daily log returns and plot the histogram.
3 Compute the sample mean and standard deviation of the log returns.Superimpose the pdf a normal distribution with the same mean and standard deviation as GOOG's log return to the histogram in 2.
4 Suppose that we invest 1000 US dollar in GOOL on 2023 Feb 28 and hold the stocks for 5 days. Use Simulation method from Lect 8 to compute dollar value of VaR.
GOOG.csv
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Seven Databases In Seven Weeks A Guide To Modern Databases And The NoSQL Movement
Authors: Luc Perkins, Eric Redmond, Jim Wilson
2nd Edition
1680502530, 978-1680502534
