The type of research methodologies used in analysing stock returns in the book is outlined in this technical chapter. The chapter begins with definitions of useful summary statistics, such as the mean, standard deviation, coefficient of variation, and their interpretation. Tests statistics for inferences on population means, proportions and differences of means, among others, are also presented.
KeywordsOrdinary Little Square Excess Return ARIMA Model Augmented Dickey Fuller Individual Equation
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