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MM905: Project on Modelling Financial Data
Download financial data (stock prices, exchange rates, interest rates, etc.) from internet to form a dataset. The suggested sample size is 800-1200. Carry out the following investigation and write a report of your work. The report should be around 6 pages (excluding the cover page, contents page, reference list and appendix), and extra figures and tables are given as appendix.
The format of your report should be in word or pdf file.
1. Discuss the stationarity of your time series data. Transform the data into log-returns. Make time plots.2. Study the distribution of the returns. Calculate Value at Risk at di?erent confidence levels.3. Fit a reasonable time series model to your data and check the fitted model.4. Build a model to describe the volatility of the log-returns.5. Summarize your analysis and explain any possible implication of your results.
Discuss the stationarity of your time series data, Transform the data into log-returns
Attachment:- ModellingFinancial Data.zip
Hi I need a help in the attach assignment ASAP. I upload the assignment question in the same file of my work and the another file is all the codes that i have used in this work. all the question done but I need a help in profreading and edit some information and review of what i have done because its for Master degree assignment . thanks
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Financial Analysis Report Assignment Help and Solution - Write a Financial Analysis Report using an essay structure to interpret a company's most recent annual
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