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An Investor Wanted to Forecast the Price of a Certain

Question 32

Multiple Choice

An investor wanted to forecast the price of a certain stock. He collected average daily price for the stock over the past 10 years. Which of the following would be the most appropriate analysis to perform?


A) least-squares forecasting with monthly or quarterly data
B) autoregressive modeling
C) Laspeyres price index modeling
D) the Marascuilo procedure

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