Financial代写 | Econometrics代写 | EF 5070 Problem Set
Financial代写 Considerthe daily returns of Caterpillar (CAT) stock from January 2, 2010 to Nov 16, Download the Caterpillar data using the ’quanmod’ package in R. Using daily closing price to construct simple returns so as to form log returns. Multiple the log returns by 100 to obtain the percentage returns. Let rt be the percentage log returns.