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Select two stock series and download daily data for the calendar year Dec 30, 2019, through Dec 31, 2020, from yahoo finance, construct a set
Select two stock series and download daily data for the calendar year Dec 30, 2019, through Dec 31, 2020, from yahoo finance, construct a set of continuously compounded returns, and subdivide the data into two subsamples to analyze the forecasting performance of your model. Then using the first subsample, perform a time-series analysis of these returns. The analysis should include
(d) The construction of a forecasting framework, using the second subsample, to compare the forecasting accuracy of
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