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non-normal-distributions

  1. Nicole Seaman

    P1.T2.21.4. Non-normal distributions and rank correlations

    Learning objectives: Explain how the Jarque-Bera test is used to determine whether returns are normally distributed. Describe the power law and its use for non-normal distributions. Define correlation and covariance and differentiate between correlation and dependence. Describe properties of...
  2. Nicole Seaman

    P1.T2.21.3. Returns, volatility and non-normal distributions

    Learning objectives: Calculate, distinguish and convert between simple and continuously compounded returns. Define and distinguish between volatility, variance rate, and implied volatility. Describe how the first two moments may be insufficient to describe non-normal distributions. Questions...
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