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Stock returns are often modeled in Finance as coming from an underlying Normal distribution. in R programmer, Generate 3000 standard Normal deviates. (a) Show a
Stock returns are often modeled in Finance as coming from an underlying Normal distribution.
in R programmer, Generate 3000 standard Normal deviates. (a) Show a time series plot of this series. (b) Show a histogram with a 150 breaks for this series. (d) Comparing the shape of your histogram of returns and this new histogram, in what ways does a Normal distribution seem like a good model and in what ways is it not?
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