Obtain at least 5 years' worth of daily or weekly stock price data for a stock of

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Obtain at least 5 years' worth of daily or weekly stock price data for a stock of your choice.

1. Compute annual volatility using all the data.

2. Compute annual volatility for each calendar year in your data. How does volatility vary over time?

3. Compute annual volatility for the first and second half of each year in your data. How much variation is there in your estimate?

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Derivatives Markets

ISBN: 9789332536746

3rd Edition

Authors: Robert McDonald

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Question Posted: Aug 12, 2015 02:39 AM

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Obtain at least 5 years' worth of daily or weekly stock price data for a stock of

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I Downloaded weekly price data from financeyahoocom for Microsoft from January 3 2007 to December 27 ...View the full answer

Derivatives Markets

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