Intermediate Statistics and Probability

Harry Georgakopoulos

Chapter 5 in Quantitative Trading with R, 2015, pp 91-117 from Palgrave Macmillan

Abstract: Abstract This chapter will explore the statistical nature of stock prices and address the topics of stationarity, normality, and autocorrelation of stock returns. These are important concepts that will enable us to perform statistical inference1 and pave the way for the construction of trading strategies.

Keywords: Intermediate Statistics; Stock Price; Stock Return; Stock Prex; Return Distribution (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-43747-1_5

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DOI: 10.1057/9781137437471_5

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