金融时间序列分析第一次作业.docxVIP

1.1a.用百分数表示简单月收益率（略）表1.三支股票的简单日收益率（百分比）的描述性统计American ExpressCaterpillarStarbucksMean0.09718%0.08473%0.145%Standard Deviation2.250181%2.153127%3.049927%Skewness0.0883880670.1237930240.039442047Excess Kurtosis2.3916842.2356725.319044Minimum Value-13.596%-12.162%-28.286%Maximum Value12.770%10.845%14.706%b.简单收益率换成对数收益率（略）c.把对数收益率用百分比表示出来（略）表2.三支股票的对数日收益率（百分比）的描述性统计American ExpressCaterpillarStarbucksMean0.07188%0.06157%0.09839%Standard Deviation2.248449%2.150728%3.055389%Skewness-0.061668893-0.015342216-0.354252488Excess Kurtosis2.5135872.3905807.884276Minimum Value-14.61362%-12.96760%-33.24842%M