Get startedGet started for free

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

View Course

Hands-on interactive exercise

Turn theory into action with one of our interactive exercises

Start Exercise