An empirical researcher reports the following for a particular stock: “In our data sample we find that the variance of (de-trended) ex post stock prices is 128 whereas the variance of (de-trended) actual stock prices is 110.” What may this tell us? Are there any potential problems with what it may tell us?

An empirical researcher reports the following for a particular stock: “In our data sample we find that the variance of (de-trended) ex post stock prices is 128 whereas the variance of (de-trended) actual stock prices is 110.” What may this tell us? Are there any potential problems with what it may tell us?

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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