//
//  EXERCISE 2: STOCHASTIC PROCESSES
//

// --------------------------------------------------
// VI. ESTIMATING GBM PARAMETERS FROM STOCK PRICES
// ------------------------------------- ------------
 
// firstly, set the working directory; then read the data:
s=fscanfMat("goog.txt");

dt= ; // according to frequency of the data
returns= ; // create a vector of returns

// now we can estimate the parameters:
mu_aux=mean(v);
sigma2_aux=variance(v);  
mu=mu_aux/dt
sigma=sqrt(sigma2_aux/dt)
