Already have an account? Get multiple benefits of using own account!
Login in your account..!
Remember me
Don't have an account? Create your account in less than a minutes,
Forgot password? how can I recover my password now!
Enter right registered email to receive password!
The tab-delimited text file contains daily stock prices for the Brazilian petroleum company Petrobras from 31 December 2008 to 31 December 2009. The data were obtained from yahoo finance.
a) Calculate the continuously compounded annual return for the Petrobras stock for 2009. Calculate the simple annual return for 2009.
b) Open the data in Eviews and generate the series of daily log returns.
Calculate the sample mean, variance, skewness and kurtosis of the daily log returns. Comment on the results.
c) Explain the Jarque-Bera (J-B) test. Using this test, what conclusion can you make about the distribution of daily log returns? Is this result to be expected?
d) Explain the Ljung-Box Q*-test. Use the Ljung-Box Q* statistic to test the null hypothesis that there is no serial correlation in the daily log returns.
e) Square the daily log returns and then apply the Ljung-Box Q*-test to the squared daily log returns. Can you reject the null hypothesis of no serial correlation in squared daily log returns? Is this result to be expected?
Factor that affect the volume of production
WHAT ARE THE GOVERNMENT FUNCTIONS?
what is law of denam?
prove that summation k =0 and summation kxi=1
A brief summary of the procedure of maximum likelihood.
Process economics questions for assignment
The attached Eviews results are for a model who has a professional career (dependent variable = pro (1 if respondent has a professional career, 0 otherwise). The data is the 1979 c
estimate the determinants of demand of a firm or several firms within a particular industry or country
Consider the following short run production function. Q 0 15 35 60 90 115 135 150 16
Consider an equation to explain salaries of CEOs in terms of annual firm sales, return on equity (ROE, in percent form), and return on the firm's stock (ROS, in percent form): L
Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!
whatsapp: +91-977-207-8620
Phone: +91-977-207-8620
Email: [email protected]
All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd