Question: For the NYSE returns, say, rt, analyzed in Chapter 5, Example 5.5: (a) Estimate the spectrum of the rt. Does the spectral estimate appear to

For the NYSE returns, say, rt, analyzed in Chapter 5, Example 5.5:

(a) Estimate the spectrum of the rt. Does the spectral estimate appear to support the hypothesis that the returns are white?

(b) Examine the possibility of spectral power near the zero frequency for a transformation of the returns, say, g(rt), using the spectral envelope with Example

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