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?
A firm has the certain total revenue (TR) function: TR=(4Q+2) e 4Q where Q is Quantity Find the firm's marginal revenue function.
1. (a) Consider a perfectly competitive industry that produces a total output of 190 units in the long run. Suppose there are n identical firms in the market. Each firm then produc
(a) What is a white noise process? (b) Distinguish between exogenous and endogenous variables, using examples. (c) What do you understand by simultaneity bias and can OLS
Paul's utility function is u(x, y) = xy 2 . Let unit prices be given by Px = 6 cents, Py = 2 cents, and assume that Paul's budget is the same as Peter's from the previous problem
PROOF THAT E(XU) DIFFERENT FROM ZERO.
Given for a closed economy: C = $20 + 0.50Y D I = $40 G = $10 Y D = Y- T 0 T 0 = $5 Determine: (a) the equilibrium
A firm's total revenue (TR) is provided by pq, where p is price and q is quantity sold. Assume the firm is initially selling 1000 units of its product at a
what is the importance of price
Using a sample of 545 full-time workers, a researcher is interested in the question whether women are systematically underpaid compared to men. First, the researcher estimates aver
HOW TO USE CORRELATION OF THE OFF DIAGONAL ELEMENTS OF THE COVARIANCE MATRIX TO DETECT MULTICOLINEARLITY
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