Volatility of the stock market, Managerial Economics

You have been provided with daily data starting in January 2009 on the main New Zealand stock market index, the NSX-50. Choose a suitable model for measuring volatility on the New Zealand stock market. You may carry out any data transformations you believe are necessary.

Estimate your model, carry out error tests on your model and take any corrective measures that are required.  You should include any variables you need to carry out the test(s) in part (c).

Carry out one or more statistical tests to determine if volatility has increased since the earthquake.

Posted Date: 3/15/2013 3:52:10 AM | Location : United States







Related Discussions:- Volatility of the stock market, Assignment Help, Ask Question on Volatility of the stock market, Get Answer, Expert's Help, Volatility of the stock market Discussions

Write discussion on Volatility of the stock market
Your posts are moderated
Related Questions
Q. What do you mean by External Economies? External economies arise outside the firm as a result of improvement in industrial environment in that the firm operates. They are ex

In 2006, a hospital with 130 beds had 8,795 admissions. The average length of stay?for every patient was 4.7 days. Assuming full capacity is 100 percent, detremine the occupancy ra

Structural unemployment    Caused by structural changes such that there exist: Cyclical unemployment : During depression, prices are too low and profit margins remain d

A firm with market power has estimated the following demand function for its product: Q = 12,000 – 4,000 P where P = price per unit and Q = quantity demanded per year. The firm’s t

THE ACCELERATION PRINCIPLE Suppose that there is a given ratio between the level of output Y t at any time t , and the capital stock required to produce it K t and that

Problem 1: You are the manager of a reputed five star hotel in Mauritius and you have been asked by the director of the hotel to advise on possible pricing strategies to increa


(a) Define and explain, using diagrams, consumers' surplus; producers' surplus and total surplus that a society can derive from production and consumption of a good at a particu

What is Cyert and March's behavior theory? What are the demerits.

The nature and function of money The development of money was necessitated by specialization and exchange.  Money was needed to overcome the shortcomings and frustrations of t