Standard estimator of the volatility parameter

Assignment Help Financial Management

Reference no: EM131316488

Consider the following collection of n = 9 closing prices for stock ABC:

101.02 102.23 100.34 99.87 98.65 96.45 98.45 99.0 100.5

Compute the standard estimator of the volatility parameter σ using these closing prices.

Reference no: EM131316488

Questions Cloud

What values should heassign to cp and ch for his operations : Hehas heard of EOQ as a basis for setting the length of production runs.- What values should heassign to cp and cH for his operations?

Write a gui application that prints out hello in english : Write a GUI application that prints out "Hello!" in either: English, French, or Spanish. When the user selects another language, the greeting shown in the greeting area should change.

What you would recommend as the coo to improve the speed : In a 2- to 3-page Microsoft Word document, describe what you would recommend as the COO to improve the speed with which Amazon.com customers receive the products that they have ordered. What negative consequences or disadvantages, if any, do you s..

Compute the standard estimator of the volatility parameter : Consider the following collection of n=9 closing for stock ABC: 101.02, 102.23, 100.34, 99.87, 98.65, 96.45, 98.45, 99.00, 100.05. Compute the standard estimator of the volatility parameter σ using these closing prices.

Standard estimator of the volatility parameter : Consider the following collection of n = 9 closing prices for stock ABC: Compute the standard estimator of the volatility parameter σ using these closing prices.

Convert an integer decimal number to a binary number : You can convert an integer decimal number to a binary number by a recurrsive algorithm. Binary(X) Simple cases: If X is 0, the binary of X is 0. If X is 1, the binary of X is 1.

Find the displacement of the right bar : Identical springs are connected in series and in parallel (Fig. P4.1). If the stiffness of each spring is k and if the right rigid bar is subjected to a lateral force F, find the displacement of the right bar.

Describe the company supply chain : Create a 14-slide presentation in which you analyze and evaluate the current state of the selected company's supply chain and an identified process. Include the following in the presentation: Describe the company's supply chain. Identify an interna..

What is discount rate must the market : A $100 face value preferred share (with no special features) with a stated 4% dividend is observed trading in the market at $103.24. What is discount rate must the market be using to value this share?

User Account

All Pages