To estimate the risk of a stock, a sample of 50 log returns was taken and s was 0.31. To get a confidence interval for σ, 10,000 resamples were taken. Let sb, boot be the sample standard deviation of the bth resample. The 10,000 values of sb,boot/s were sorted and the table below contains selected values of sb,boot/s ranked from smallest to largest (so rank 1 is the smallest and so forth)
Already registered? Login
Not Account? Sign up
Enter your email address to reset your password
Back to Login? Click here