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...


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)



May 26, 2022
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