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?
My econometrics assignment is due for monday, August 18th. I''m running out of time and need a help to meet the deadline. I need answers for 4 problems from the basic econometrics.
A city government wants to raise $3 million by issuing bonds. By ballot proposition, the bond's coupon interest rate was set at 8% per year with semiannual payments. However, marke
Which of the following is an example of derived demand?
Outdoor Travel Inc. needs to estimate the cost of capital for the evaluation of capital expenditures. A typical project is financed with 25% debt-to-value ratio (i.e., D/(D+E) = 0.
hgquitwiywiy 6w tt555,jsiuouwjswjuhhurkhjsrgvbb kjhg4tv jagwrj5rttruyyt hayvjafgrthbviuyhqakhjq kqhyo8yq ki8yihq jqkb qiki8yqi kiiiqgquestion..
what is econometrics
#what is the central problems of economics
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
Ask question #Minimum unions tie the hand of management and inhibit efficient decision making100 words accepted#
QM2 Econometric Project As part of the course requirements you have to undertake an econometric evaluation of an economic issue using data that you have gathered either from the ho
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