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ComputethedailyreturnoftheFTSE100marketindex,byusing: rt=ln Pt Pt1 where Pt is the price of share at time t. Compute full descriptive statistics: mean, standard devi- ation, skewness, kurtosis and
ComputethedailyreturnoftheFTSE100marketindex,byusing: rt=ln Pt Pt1 where Pt is the price of share at time t. Compute full descriptive statistics: mean, standard devi- ation, skewness, kurtosis and histogram. Interpret the results. Perform the Jacques-Bera test for testing normality. Bloomberg
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