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?
Questo esercizio fa parte del corso
Quantitative Risk Management in R
Esercizio pratico interattivo
Passa dalla teoria alla pratica con uno dei nostri esercizi interattivi
Inizia esercizio