Compute the first 100 lags of the acf of the absolute daily
Consider the daily simple returns of IBM stock from 1962 to 2002 in the file d-ibmvwew6202.txt.
Compute the first 100 lags of the ACF of the absolute daily simple returns of IBM stock.
Is there evidence of long-range dependence? Why?
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consider the daily simple returns of ibm stock from 1962 to 2002 in the file d-ibmvwew6202txtcompute the first 100 lags
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