Compare this value to the sample variance . Are the two values different and – if yes – how do they differ?
Financial econometrics Ex 3 Complete the following set of exercises. 1. 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. 2. Generate a data series with the same number of observations as the return-data series. […]