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In the link below ( which you will click in order to download the Excel file ) you will see the following: There are closing
In the link below which you will click in order to download the Excel file you will see the following: There are closing prices for the SPY S&P ETF from April until June
SPY ETF Closing Prices click here
The question you have to solve is as follows: Estimate the skewness Skew and kurtosis Kurt respectively, for the daily returns of the SPY ETF for the entire sample period April until June
Hint: You need to calculate daily percent returns using the formula we talked about: newoldold
A Skew. and Kurt.
B Skew. and Kurt.
C Skew. and Kurt.
D Skew. and Kurt.
E Skew. and Kurt.
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