Question: Select all correct statements with regards to a choice between prices and returns when it comes to analysis and modeling of financial time series Group

Select all correct statements with regards to a choice between prices and returns when it comes to analysis and modeling of financial time series
Group of answer choices
returns are scale-dependent with regards to investment size, just like prices.
prices are stationary and stable in a long run
returns have attractive statistical properties
prices are used for time series analysis in some cases

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!