Transcription of Chapter 1 Descriptive Statistics for Financial Data
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Chapter 1 Descriptive Statistics forFinancial DataUpdated: February 3, 2015In this Chapter we use graphical and numerical Descriptive Statistics tostudy the distribution and dependence properties of daily and monthly assetreturns on a number of representative assets. The purpose of this chapteris to introduce the techniques of exploratory data analysis forfinancial timeseries and to document a set of stylized facts for monthly and daily assetreturns that will be used in later chapters to motivate probability models forasset R packages used in this Chapter arecorrplot,PerformanceAna-lytics,tserie sandzoo.
Feb 03, 2015 · Financial Data Updated: February 3, 2015 In this chapter we use graphical and numerical descriptive statistics to study the distribution and dependence properties of daily and monthly asset returns on a number of representative assets. The purpose of this chapter is to introduce the techniques of exploratory data analysis for financial time
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