1. Suppose the last 20 days' apple stock log returns are listed as follows. We use...
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1. Suppose the last 20 days' apple stock log returns are listed as follows. We use {x,} to denote this time series. Please find the expectation, variance of {x;}. And please find the covariance and coefficient of {xt} and {x;-1}. Day Return -0. 3417634 0. 119360773 -0. 28989706 -0. 72529592 1 2 3 4 -0. 92275043 0. 003626853 0. 927755825 0. 078681758 -0. 44462233 0. 224055137 -0. 15371124 0. 134857844 -0. 06633665 0. 644201745 0. 04300831 -0. 10693344 0. 843570871 0. 23865389 -0. 30559625 -0. 31332714 6. 7 8 9 10 11 12 13 14 15 16 17 18 19 20 1. Suppose the last 20 days' apple stock log returns are listed as follows. We use {x,} to denote this time series. Please find the expectation, variance of {x;}. And please find the covariance and coefficient of {xt} and {x;-1}. Day Return -0. 3417634 0. 119360773 -0. 28989706 -0. 72529592 1 2 3 4 -0. 92275043 0. 003626853 0. 927755825 0. 078681758 -0. 44462233 0. 224055137 -0. 15371124 0. 134857844 -0. 06633665 0. 644201745 0. 04300831 -0. 10693344 0. 843570871 0. 23865389 -0. 30559625 -0. 31332714 6. 7 8 9 10 11 12 13 14 15 16 17 18 19 20
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A C D log Returns 03417634 0455236001 10 log return 1 Day returns returns formula 2 1 3 0119360773 1... View the full answer
Related Book For
An Introduction to the Mathematics of financial Derivatives
ISBN: 978-0123846822
2nd Edition
Authors: Salih N. Neftci
Posted Date:
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