notices - See details
Notices
JR
Jason Rosenberg (not verified)
13th June 2022 | 5:02pm

I notice for the S&P Index you utilized a data series starting in 1970 but not why this period was chosen. What would be the result in terms of distribution skewness if you used the longer history of a similarly constructed index?

[I understand that one can be constructed as least as far back as 1926 and even to the 1870s.]