Curriculum
university
Quantitative Finance
Properties of Financial Data
Properties of Financial Data
Dive deep into this topic with our structured lesson path.
2 hours
Prerequisites
No strict prerequisites. You're ready to start!
Lesson Path
Lesson 1
Log Returns vs. Simple Returns
Lesson 2
Testing for Normality (Jarque-Bera and Q-Q Plots)
Lesson 3
Autocorrelation and the Ljung-Box Test
Lesson 4
Stylized Facts: Fat Tails and Volatility Clustering
Lesson 5
Realized Volatility from Intraday Data