For the return data with NYSE Index being explained by Ford and Chrysler, suppose we expect the

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For the return data with NYSE Index being explained by Ford and Chrysler, suppose we expect the returns for Ford and Chrysler are 0.0229 and 0.0337, respectively. Forecast the return for NYSE and construct a 95 % prediction interval for it.

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Statistics For Business And Financial Economics

ISBN: 9781461458975

3rd Edition

Authors: Cheng Few Lee , John C Lee , Alice C Lee

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