How Do We Use Historical Time-Series Data?

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  • Опубліковано 12 вер 2024
  • In this video, I describe how to use historical data to calculate value at risk, Sharpe ratios, standard deviation, skewness, and kurtosis. I also discuss the distribution of stock returns.

КОМЕНТАРІ • 1

  • @natesmith3839
    @natesmith3839 Місяць тому

    If returns are better represented by lognormal distributions, why not use a log transformed standard deviation estimate?