Question: 1 . Select one stock from the BIST 3 0 Index and download the data for the period from beginning of 2 0 1 9
Select one stock from the BIST Index and download the data for the period from
beginning of to end of and do the following steps in R
a Plot the price graph of this stock and comment on the behaviour of the stock
prices
b Calculate and plot the return series of this stock for the same period and
comment on the behaviour of return series
c Think you have invested lira in the beginning of the period and calculate
the daytoday values and final value of the investment by using return data
d Calculate and plot the log return series of this stock for the same period and
comment on the behaviour of return series
e Calculate the daytoday values and final value of the investment by using logreturn data. Is the final value of the investment same when you used return
series and log return series.
f Draw the histograms of both return and logreturn series. Do these histograms
show normality?
g Calculate the basic statistics mean standard deviation, skewness, kurtosis
for both the return and log return. Can you make inferences for the normality
by using these statistics?
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
