ECON 4140 Lecture : classnote Econ4140

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24 Mar 2022
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250 oh t daily what we are using. 1. 098: 095 log h 11122 at e3 net gross log in at e4. It124 1. 094 gross log n h h124: 0598 a what is r2. It r is log normal co co. li log hr is no lo. li what is pchro. at. P 2e s h 9 0: 1. It rt islognormal co 0. 25 what is pul rt el . P in l t rt e in 1. 3. 1. 094 0. 94601. 098 1 1363 1 137 what we get before lug returns over horizon k h l h rt k r t 14 rttrt it trt l. tl. 1 h ch rs 21 r3 2 rs t r z: 055 t o 095. In 1 039: 0 , 035 u complyclose. 54 t ts t r z h 1 137. 14 t r s t n rt til: 128, 0898 o 055 to g a 1278 ampaert. It rt is lognormal co 01. 1 2 logreturns.

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