Download the time series of your favorite stock at the daily and monthly frequencies. Compute the time

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Download the time series of your favorite stock at the daily and monthly frequencies. Compute the time series of returns, and for each frequency, build a density forecast.

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Forecasting for Economics and Business

ISBN: 978-0131474932

1st edition

Authors: Gloria Gonzalez Rivera

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Question Posted: Feb 25, 2016 06:17 AM

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Download the time series of your favorite stock at the daily and monthly frequencies. Compute the time

Question:

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We download the daily and monthly stock prices of Apple Inc AAPL from YAHOO R Finance website The corresponding daily and monthly returns in percentage changes are obtained by taking the logdifference ...View the full answer

Forecasting for Economics and Business

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