3. Standardize the returns using the volatilities from question 2. Construct a QQ plot for the standardized
Question:
3. Standardize the returns using the volatilities from question 2. Construct a QQ plot for the standardized returns using the normal distribution. Compare your result with the bottom panel of Figure 4.2.
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Related Book For
Elements Of Financial Risk Management
ISBN: 9780121742324
1st Edition
Authors: Peter F. Christoffersen
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