Question
Please find the following: The return of stock A (Round to two decimal places: The return of stock B : (Round to two decimal places.)
Please find the following:
The return of stock A (Round to two decimal places:
The return of stock B : (Round to two decimal places.)
The variance of stock A i (Round to five decimal places.)
The variance of stock B (Round to five decimal places.)
The standard deviation of stock A (Round to two decimal places.)
The standard deviation of stock B :(Round to two decimal places.)
Using the data in the following table, , estimate the average return and volatility for each stock. The return of stock A is %. (Round to two decimal places.) Data table (Click on the following icon in order to copy its contents into a spreadsheet.)
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High Frequency Financial Econometrics
Authors: Yacine Aït Sahalia, Jean Jacod
1st Edition
0691161437, 978-0691161433
