Please calculate the skewness for the rates of return for JNJ and S&P 500 during the period
Question:
Please calculate the skewness for the rates of return for JNJ and S&P 500 during the period 1989–2009.
Refer to Table 2.4, in which data on rates of return for JNJ, Merck, and S&P 500 during the period 1989–2009 are given.
Table 2.4
Transcribed Image Text:
Year 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 JNJ -0.2896 0.2301 0.6168 -0.5513 -0.0916 0.2449 0.5846 -0.4098 0.3408 0.2877 0.1242 0.1397 -0.4312 -0.0780 -0.0212 0.2486 -0.0325 0.1225 0.0346 -0.0764 0.1085 MRK 0.3715 0.1854 0.8786 -0.7338 -0.1830 0.1424 0.7539 0.2353 0.3525 0.4097 -0.5371 0.4119 -0.3575 -0.0133 -0.1583 -0.2720 0.0369 0.4183 0.3674 -0.4508 0.2541 S&P500 0.2146 0.0364 0.1243 0.1052 0.0858 0.0200 0.1766 0.2377 0.3027 0.2428 0.2228 0.0753 -0.1633 -0.1677 -0.0289 0.1714 0.0677 0.0855 0.1272 -0.1741 -0.2229
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Related Book For
Statistics For Business And Financial Economics
ISBN: 9781461458975
3rd Edition
Authors: Cheng Few Lee , John C Lee , Alice C Lee
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