Answered step by step
Verified Expert Solution
Question
1 Approved Answer
Calculate the sample mean, standard deviation, skewness, minimum, maximum and range of each log-return series. No. 13 14 15 16 17 18 19 20 21
Calculate the sample mean, standard deviation, skewness, minimum, maximum and range of each log-return series.
No. 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 Date 1/10/20 5 1/11/2015 1/12/2015 1/1/2016 1/2/20 6 1/3/2016 1/4/2016 1/5/2016 1/6/20 6 1/7/2016 1/8/2016 1/9/2016 1/10/20 6 1/11/2016 1/12/2016 1/1/20 7 1/2/2017 1/3/2017 1/4/2017 1/5/20 7 1/6/2017 1/7/2017 1/8/2017 1/9/20 7 1/10/2017 1/11/2017 1/12/2017 1/1/20 8 1/2/2018 1/3/2018 1/4/2018 1/5/2018 1/6/2018 1/7/2018 1/8/2018 1/9/2018 1/10/2018 1/11/2018 1/12/2018 1/1/2019 1/2/2019 1/3/2019 1/4/2019 1/5/2019 1/6/2019 1/7/2019 1/8/2019 1/9/2019 1/10/2019 1/11/2019 1/12/2019 1/1/2020 1/2/2020 1/3/2020 1/4/2020 1/5/2020 1/6/2020 1/7/2020 1/8/2020 1/9/2020 1/10/2020 1/11/2020 1/12/2020 1/1/2021 1/2/2021 1/3/2021 1/4/2021 1/5/2021 1/6/2021 1/7/2021 1/8/2021 1/9/2021 1/10/2021 1/11/2021 1/12/2021 26/12/2021 Open 0.734307 0.920847 0.878316 0.933712 2.31969 6.31931 11.4006 8.77508 14.1098 12.4381 11.8948 11.6705 13.2032 10.9578 8.60162 7.98231 10.7413 15.8472 50.033699 79.321602 230.886 293.353 204.688 383.46701 301.547 308.64499 445.20902 755.75702 1119.37 856.01202 397.254 670.46301 578.672 455.242 433.86899 283.496 233.22 197.537 113.39776 133.41815 107.14768 136.83624 141.46549 162.18655 268.43335 290.26849 218.5546 172.45841 180.20912 183.8037 152.49193 129.63066 180.11377 219.75269 133.61232 207.90173 230.86026 226.13458 345.79862 434.87445 360.30914 386.59033 615.07031 737.70837 1314.8552 1417.1511 1919.1572 2772.8384 2707.5605 2274.3975 2530.4629 3430.7625 3001.1294 4288.2173 4623.6797 4093.2805 High 1.34505 1.10642 1.04537 2.83699 6.64741 15.2571 11.8504 15.0482 21.522699 14.8989 12.4578 14.4341 13.531 11.2454 8.86133 11.8909 16.059401 55.1147 79.021202 236.965 414.75601 295.509 388.74799 390.04401 349.345 522.30701 881.94397 1432.88 1161.35 880.302 708.875 835.05701 624.513 513.43298 435.457 301.14401 234.145 221.65199 157.6687 160.82489 165.54962 149.61324 184.37785 287.20163 361.39868 318.22311 239.11591 222.87169 195.94251 193.54726 153.1554 186.26048 287.12369 249.97849 227.52969 244.04526 252.222 348.61136 444.57776 487.21188 420.14166 621.1734 754.30322 1467.7849 2036.2865 1947.8378 2797.9724 4362.3506 2891.2549 2551.1611 3466.9922 4022.4692 4455.7354 4891.7046 4780.7324 4104.7388 Low 0.420897 0.725665 0.770488 0.929835 2.11631 6.30885 7.05898 8.43236 9.96364 9.57626 8.20098 11.2524 9.56327 7.87573 5.97887 7.98231 10.5519 15.5589 40.9011 73.086601 214.48 133.72301 204.688 195.035 277.57501 294.54199 414.41101 742.00403 574.41901 368.633 363.80499 512.552 407.94699 422.81 254.64999 170.257 188.707 101.77 82.829887 103.33646 102.93456 125.4027 140.73756 159.66022 229.25743 193.99042 167.07141 157.13033 157.46343 133.80234 119.78006 126.49002 179.74518 95.184303 129.73094 180.71834 219.47267 224.5445 343.58743 316.77435 334.54556 371.31274 532.99841 718.1095 1274.3578 1416.4161 1912.1785 1737.4688 1707.6006 1722.0508 2449.3535 2676.4075 2978.6543 3933.5066 3525.4941 4058.9739 Close 0.916627 0.873119 0.933542 2.30604 6.33699 11.4035 8.81398 14.0773 12.4615 11.8759 11.6724 13.2248 10.9982 8.58754 7.9691 10.7275 15.8172 50.0373 79.021202 230.66901 294.91599 203.871 383.04199 301.465 305.879 447.11401 756.73297 1118.3101 855.19898 396.457 669.92401 577.64502 455.17999 433.867 283.004 232.84801 197.381 113.17142 133.36826 107.06101 136.74625 141.5141 162.16603 268.11356 290.69598 218.65414 172.46979 179.87221 183.96692 152.53969 129.61086 180.16017 219.84851 133.59357 207.60205 230.97571 226.315 345.55466 435.07974 359.93787 386.59033 614.84253 737.80341 1314.9862 1416.049 1918.3621 2773.207 2714.9453 2274.5476 2536.21 3433.7327 3001.679 4288.0742 4631.479 4047.9829 4059.2412 Ad] Close 0.916627 0.873119 0.933542 2.30604 6.33699 11.4035 8.81398 14.0773 12.4615 11.8759 11.6724 13.2248 10.9982 8.58754 7.9691 10.7275 15.8172 50.0373 79.021202 230.669006 294.915985 203.871002 383.041992 301.464996 305.878998 447.114014 756.732971 1118.310059 855.198975 396.457001 669.924011 577.64502 455.179993 433.867004 283.003998 232.848007 197.380997 113.171417 133.368256 107.061012 136.746246 141.514099 162.166031 268.113556 290.695984 218.654144 172.469788 179.872208 183.966919 152.539688 129.610855 180.160172 219.848511 133.593567 207.602051 230.975708 226.315002 345.554657 435.079742 359.937866 386.590332 614.842529 737.803406 1314.986206 1416.04895 1918.362061 2773.207031 2714.945313 2274.547607 2536.209961 3433.732666 3001.678955 4288.074219 4631.479004 4047.98291 4059.241211 Vdume 19815600 25989045 14436832 99427369 350388940 911491280 503439580 866285490 1179208426 851472184 507070296 347623070 311770270 263548890 388060700 521748480 467166760 4324810304 3154319672 14679954720 34410801184 31034420096 33197513792 24310299968 13427328896 26957496832 79862276544 164000000000 83393441152 53716179584 60669918656 81752720256 55077550208 52395320112 49073240000 55203910000 44459810000 59375107547 72329895639 85054975141 101000000000 139000000000 205000000000 314000000000 271000000000 250000000000 203000000000 223000000000 252000000000 253000000000 247000000000 328000000000 578000000000 499000000000 532000000000 506000000000 252000000000 251000000000 374000000000 518000000000 417000000000 487000000000 471000000000 1180000000000 1010000000000 731000000000 995000000000 1510000000000 814000000000 592000000000 703000000000 654000000000 575000000000 574000000000 527000000000 11723804672 F(x) 1816351398 2269152898 1347738902 22928349001 222041120889 1039419081148 443730638933 1219496072838 146947 05800. 60 1011199850997 591872732303 459724557614 342891178351 226323663483 309249452437 559705681920 738927007627 21640183062434 24925813197369 3386210563387.41 10148295325818.50 632701832146046 12716041812335.20 732870448261192 4107137908524.93 12053074615947.80 60434417799964.70 183402849676000.00 71317985394913.20 21296155463050.10 40644235253071.20 47224051727331.50 25070198918134.60 22732600560614.40 13887923114813.50 12854120422107.40 8775521624230.57 6719565055621.38 964651203803544 910607171423030 13811370846000.00 19670459761000.00 33244036355000.00 84187656584000.00 78778611664000.00 54663536000000.00 35011366964000.00 40111502384000.00 46359663588000.00 38592541064000.00 32013881185000.00 59092536416000.00 127072439358000.00 66663189933000.00 110444291132000.00 116873708248000.00 57031380504000.00 86734218907000.00 162719823508000.00 186447814588000.00 161208168444000.00 299428311623000.00 347505404226000.00 1551683723080000.00 1430209439500000.00 1402322666591000.00 2759340995845000.00 4099567422630000.00 1851481752098000.00 1501436296912000.00 241391406419800000 1963098036570000.00 2465642675925000.00 265846894829600000 213328699357000000 47589751074296.70 Log Returns -0.04862877 0.06691410 0.90430109 1.01087212 0.58751643 -0.25758123 0.46822447 -0.12191968 -0.04813275 -0.01728406 0.12486677 -0.18436223 -0.24741931 -0.07474075 0.29723897 0.38828742 1.15167077 0.45694747 1.07126761 0.24570671 -0.36920307 0.63065717 -0.23949071 0.01453568 0.37962403 0.52619682 0.39056350 -0.26823979 -0.76876657 0.52459670 -0.14820476 -0.23826660 -0.04795488 -0.42727702 -0.19507511 -0.16525005 -0.55623222 0.16421051 -0.21971527 0.24472811 0.03427236 0.13622134 0.50278991 0.08086739 -0.28478676 -0.23726915 0.04202456 0.02250931 -0.18733114 -0.16288827 0.32930976 0.19909242 -0.49813661 0.44082092 0.10668951 -0.02038470 0.42322298 0.23037850 -0.18959791 0.07143414 0.46400063 0.18231122 0.57790405 0.07404439 0.30360116 0.36853269 -0.02123261 -0.17699063 0.10888965 0.30297708 -0.13447613 0.35666595 0.07703852 -0.13465755 0.00277735Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started