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Problem
1. On a dollar bar series on E-mini S&P 500 futures,
(a) Apply the Brown-Durbin-Evans method. Does it recognize the dot-com bubble?
(b) Apply the Chu-Stinchcombe-White method. Does it find a bubble in 2007- 2008?
2. On a dollar bar series on E-mini S&P 500 futures,
(a) Compute the SDFC (Chow-type) explosiveness test. What break date does this method select? Is this what you expected?
(b) Compute and plot the SADF values for this series. Do you observe extreme spikes around the dot-com bubble and before the Great Recession? Did the bursts also cause spikes?
Determine the sheet resistance RSH (ohms/square), the contact resistance RC (ohms) and the doping density ND (cm-3) and draw the T- 1/λ curve where the semiconductor wafer is thinned, i.e. d is reduced.
Identify three (3) scenes from the film that support your thesis statement. Briefly explain.
CEE 357 Win 2014 HW#2: What will the maximum concentration of pesticide be in the pond, and how long after the spill will that concentration occur?
Write a program to read the records from Student 1e (described at the end of Chapter 4) and store them in a multiply-ordered list with two link fields.
It is required to derive expressions for Af ≡Vo/Is, Rin , and Rout . Assume that C1 and C2 are sufficiently small that their loading effect on the basic amplifier can be neglected. Also neglect ro. Find the values of Af , Rin , and Rout for the ca..
Does the measured gain values match the given values? If not, explain why they are different? From the noise spectral density curve, explain the effect of increasing the frequency on the noise voltage.
The CMOS inverter of Fig. is implemented in a 0.13-μm process for which μnCox =500 μA/V2, μpCox = 125 μA/V2, Vtn =-Vtp =0.4 V, and VDD 1.2 V. The NMOS transistor has (W/L)n = 1.5. What must (W/L)p be if QN and QP are to have equal Ron resistances..
Using C = 1.6 nF, find the value of R such that the circuit of Fig. 18.12 produces 10-kHz sine waves. If the diode drop is 0.7 V, find the peak-to-peak amplitude of the output sine wave. How do you modify the circuit to double the output amplitude..
Draw a minimum of 2 different sectional views (to show areas of interest). When using hatching, please indicate what material it is representing.
Calculate the average service time for a given PDU entering the ARQ system. (Hint: the transmitter's queue can be modeled using the M/G/1 theory.)
Explain what the value of the standard error of the mean indicates about the true value of the measurement if it is assumed that the variation is due only to random variation
A current-mirror-loaded MOS differential amplifier is biased with a current source I = 0.2 mA. The two NMOS transistors of the differential pair are operating atVOV = 0.2 V, and the PMOS devices of the mirror are operating at |VOV | = 0.2 V. The ..
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