/biz/ - Business & Finance

>>	Anonymous Mon Oct 1 20:26:50 2018 No.11272944 [View] File: 71 KB, 675x293, SP500_daily_601.jpg [View same] [iqdb] [saucenao] [google] So I know the distribution of daily returns is heavy-tailed, but does anybody know if it exhibits any sort of autocorrelation?

Anonymous Tue Aug 21 22:41:39 2018 No.10789474 [View]
File: 71 KB, 675x293, SP500_daily_601.jpg [View same] [iqdb] [saucenao] [google]

So I understand the distribution of daily S&P 500 returns is fat tailed and symmetric, but does anybody know if there's autocorrelation (or partial autocorrelation) in the returns?

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/biz/ - Business & Finance

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