The following are the daily stock prices of a company listed at the Nairobi Stock Exchange during
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Question:
- The following are the daily stock prices of a company listed at the Nairobi Stock Exchange during the month of September 2017
- i)
12,16,14,17,19,15,11,19,23,15,16,18,16,24,10,20,15,24,15,15,16
- Compute the sample mean, variance, skewness, excess kurtosis, and minimum and maximum of the daily simple returns
X
(x-¯x)²
(x-¯x)ᶟ
(x-¯x)⁴
12
21.78
-101.62
474.37
16
0.44
-0.29
0.1936
14
7.11
-18.96
50.55
17
0.11
0.037
0.0121
19
5.44
12.7
29.59
15
2.78
-4.63
7.728
11
32.11
-181.96
1031.05
19
5.44
12.7
29.59
23
40.11
254.04
1608.81
15
2.78
-4.63
7.728
16
0.44
-0.29
0.1936
18
1.78
2.37
3.1684
16
0.444
-0.29
0.1936
24
53.78
394.37
2892.29
10
44.44
-296.3
1974.91
20
11.11
37.04
123.43
15
2.78
-4.63
7.728
24
53.78
394.37
2892.29
15
2.78
-4.63
7.728
15
2.78
-4.63
7.728
16
0.44
-0.29
0.1936
350
292.654
484.477
11149.4749
- ii)Compute the daily log returns ????????
- iii)Compute the sample mean, variance, skewness, excess kurtosis, and minimum and maximum of the daily log returns
Related Book For
Forecasting for Economics and Business
ISBN: 978-0131474932
1st edition
Authors: Gloria Gonzalez Rivera
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