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Assume monthly returns of 1%, -2%, 3% and 1%. What is periodic arithmetic mean, geometric mean, standard deviation, skew and kurtosis? What are the annualized
Assume monthly returns of 1%, -2%, 3% and 1%. What is periodic arithmetic mean, geometric mean, standard deviation, skew and kurtosis? What are the annualized values of each statistic?
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Applied Regression Analysis And Other Multivariable Methods
Authors: David G. Kleinbaum, Lawrence L. Kupper, Azhar Nizam, Eli S. Rosenberg
5th Edition
1285051084, 978-1285963754, 128596375X, 978-1285051086
