1. Construct a QQ plot of the S&P 500 returns divided by the unconditional standard deviation. Use...
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1. Construct a QQ plot of the S&P 500 returns divided by the unconditional standard deviation. Use the normal distribution. Compare your result with the top panel of Figure 4.2. (Excel Hint: Use the NORMSINV function to calculate the standard normal quantiles.)
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Related Book For
Elements Of Financial Risk Management
ISBN: 9780121742324
1st Edition
Authors: Peter F. Christoffersen
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