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Tag: Bernoulli variables

Generate a data series with the same number of observations as the return-data series. Each observation of the new series corresponds to the outcome of a Bernoulli random variable, Y. The outcome is 1 if the holding-period stock return in the same month is larger than or equal to 0.011 and zero otherwise.

by Osman

Financial econometrics Ex 3 Complete the following set of exercises. 1. From the data provided, select/generate a random sample of […]