Financial econometrics

Generate a data series with the same number of observations as the return-data series. Each observation of the new series corresponds to the outcome of a Bernoulli random variable, Y.

Financial econometrics Ex 3 Complete the following set of exercises. From the data provided, select/generate a random sample of 355 companies. From now on, forget about the raw data set, and work only with the companies in this sample. Generate a data series with the same number of observations as the return-data series. Each observation […]

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