Pages • 1
Econometrica Exam Problem 1.I choose Starbucks as a company I would like to analyze.Here is a histogram of monthly excess log returns[pic 1][pic 2]As we can see from Chi-square statistics with p-value < 0.01, a null hypothesis of normal distribution is rejected at 1% significance levelHere is summary statistics for variableMeanMedianMinimumMaximum0.01641390.0192103-0.4835000.275773 Std. Dev.C.V.SkewnessEx. kurtosis0.1062516.47322-0.7374752.85420 5% Perc.95% Perc.IQ.