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?
Cet exercice fait partie du cours
Quantitative Risk Management in R
Exercice interactif pratique
Passez de la théorie à la pratique avec l’un de nos exercices interactifs
Commencer l’exercice