7. Calculate daily, 5-day, 10-day, and 15-day nonoverlapping log returns. Calculate the mean, standard deviation, skewness, and
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7. Calculate daily, 5-day, 10-day, and 15-day nonoverlapping log returns. Calculate the mean, standard deviation, skewness, and kurtosis for all four return horizons. Do the returns look more normal as the horizon increases?
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Related Book For
Elements Of Financial Risk Management
ISBN: 9780121742324
1st Edition
Authors: Peter F. Christoffersen
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