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2 points Here is the autocorrelation plot of the daily continuous compounded (log) S\\&P 500...

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Finance

image 2 points Here is the autocorrelation plot of the daily continuous compounded (log) S\\&P 500 return squared from 2008 - 2022 . What does this tell you about the behavior of returns? Does this violate efficient market hypothesis? Autocorrelation of Squared Dailv S\\&P 500 Return

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