1. From the S&P 500 prices, calculate daily returns as Rt+1 = ln(St+1) ln(St ) where...
Question:
1. From the S&P 500 prices, calculate daily returns as Rt+1 = ln(St+1) − ln(St )
where St+1 is the closing price on day t + 1, St is the closing price on day t , and ln is the natural logarithm. Plot the closing prices and returns over time.
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Related Book For
Elements Of Financial Risk Management
ISBN: 9780121742324
1st Edition
Authors: Peter F. Christoffersen
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