Select a stock that has at least 5 years of daily data. Create data sets consisting of
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Select a stock that has at least 5 years of daily data. Create data sets consisting of daily data and weekly data, Wednesday to Wednesday. (The weekday function in Excel will tell you the day of the week corresponding to a date. Wednesday is 4.) For both data sets, create a histogram of returns and a normal plot. Are the stock prices lognormal?
Related Book For
Discovering Advanced Algebra An Investigative Approach
ISBN: 978-1559539845
1st edition
Authors: Jerald Murdock, Ellen Kamischke, Eric Kamischke
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