Question
1. Suppose the last 20 days' apple stock log returns are listed as follows. We use {x,} to denote this time series. Please find
1. Suppose the last 20 days' apple stock log returns are listed as follows. We use {x,} to denote this time series. Please find the expectation, variance of {x;}. And please find the covariance and coefficient of {xt} and {x;-1}. Day Return -0. 3417634 0. 119360773 -0. 28989706 -0. 72529592 1 2 3 4 -0. 92275043 0. 003626853 0. 927755825 0. 078681758 -0. 44462233 0. 224055137 -0. 15371124 0. 134857844 -0. 06633665 0. 644201745 0. 04300831 -0. 10693344 0. 843570871 0. 23865389 -0. 30559625 -0. 31332714 6. 7 8 9 10 11 12 13 14 15 16 17 18 19 20
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An Introduction to the Mathematics of financial Derivatives
Authors: Salih N. Neftci
2nd Edition
978-0125153928, 9780080478647, 125153929, 978-0123846822
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