6. Compute standardized returns as zt =Rt/t and calculate the mean, standard deviation, skewness, and kurtosis of
Question:
6. Compute standardized returns as zt =Rt/σt and calculate the mean, standard deviation, skewness, and kurtosis of the standardized returns. Compare them with those found in 2.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Elements Of Financial Risk Management
ISBN: 9780121742324
1st Edition
Authors: Peter F. Christoffersen
Question Posted: