Question
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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An Introduction to Investment Banks, Hedge Funds, and Private Equity
Authors: David P. Stowell
1st edition
978-0123745033, 0123745039, 978-9380931074
