Answered step by step
Verified Expert Solution
Link Copied!

Question

00
1 Approved Answer

Calculate the continuously compounded price returns (in excel) as, rt =100 ln( Pt / Pt ?1 ) where Pt is the adjusted closing price on

Calculate the continuously compounded price returns (in excel) as, rt=100ln( Pt / Pt?1 ) where Pt is the adjusted closing price on month t.

image text in transcribed
No. Date Open High Low Close Adj Close Volume 1/10/2015 236.003998 334.169006 235.615997 314.165985 314.165985 953279500 2 1/11/2015 315.005005 495.562012 300.997009 377.321014 377.321014 2177623396 W 1/12/2015 377.414001 469.102997 349.464996 430.566986 430.566986 2096250000 4 1/01/2016 430.721008 462.93399 354.914001 368.766998 368.766998 1990880304 5 1/02/2016 369.350006 448.04599 367.957001 437.696991 437.696991 1876238692 6 1/03/2016 437.916992 439.653015 394.035004 416.729004 416.729004 2332852776 1/04/2016 416.76001 467.964996 415.830994 448.317993 448.317993 1811475204 8 1/05/2016 448.484009 553.960022 437.389008 531.385986 531.385986 2234432796 9 1/06/2016 531.106995 777.98999 525.635986 673.336975 673.336975 4749702740 10 1/07/2016 672.515015 704.968018 611.833984 624.68103 624.68103 3454186204

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access with AI-Powered Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Principles Of Econometrics

Authors: R Carter Hill, William E Griffiths, Guay C Lim

5th Edition

1118452275, 9781118452271

Students also viewed these Mathematics questions