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A table with companies assigned for each group to analyse Group Code Company Name AAPL Apple Inc BAC Bank of America Corp AMD Advanced
A table with companies assigned for each group to analyse Group Code Company Name AAPL Apple Inc BAC Bank of America Corp AMD Advanced Micro Devices Inc BABA Alibaba Group Holding Ltd NVDA NVIDIA Corp MU Micron Technology Inc MSFT Microsoft Corp C Citigroup Inc 1 2 3 4 5 10 6 7 8 Download date 28 Feb 2022 28 Feb 2022 28 Feb 2022 28 Feb 2022 28 Feb 2022 28 Feb 2022 28 Feb 2022 28 Feb 2022 d. Apply the Autoregressive model to stock price of your chosen stock from 28 Feb 2021 to 28 Feb 2022, estimate different order for the Autoregressive models including AR(1), AR(2) and AR(3). Which one is the best suitable model for your stock? Explain Assume that you have invested 10,000 NZD in this period. Apply historical simulation to estimate the Value at Risk of your chosen stock from 28 Feb 2021 to 28 Feb 2022 with 95% confidence level e.
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Answer Heres a table showing the companies assigned to each group for analysis Group Code Company Na...
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Understanding Business Statistics
Authors: Stacey Jones, Tim Bergquist, Ned Freed
1st edition
1118145259, 978-1118145258
