Testing gold price returns for normality
The object goldx_q contains quarterly log-returns of the gold price from the beginning of 1990 to the end of 2015.
Test the data for normality using the Jarque-Bera test, then fit a Student t distribution and find the estimated degree of freedom \(\hat{\nu}\) to the nearest integer.
Which of the following statements is true?
This exercise is part of the course
Quantitative Risk Management in R
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