Obtain the daily closes of the Nasdaq Composite ( ({ }^{text {IXIC) for the }}) period 1988

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Obtain the daily closes of the Nasdaq Composite ( ${ }^{\text {IXIC) for the }}$ period 1988 through 2017. Compute the daily log returns.

(a) Compute the mean, standard deviation, skewness, and kurtosis of the returns.

(b) Produce a histogram of the returns, properly labeled.

(c) Produce a density plot of the returns, properly labeled.

(d) Produce a boxplot of the returns, properly labeled.

(e) Produce a q-q plot of the returns (with respect to the normal).

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Statistical Analysis Of Financial Data

ISBN: 9781032173467

1st Edition

Authors: James Gentle

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Question Posted: Apr 29, 2024 05:00 AM

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Obtain the daily closes of the Nasdaq Composite ( ({ }^{text {IXIC) for the }}) period 1988

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Statistical Analysis Of Financial Data

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