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1) Download a long set of daily S&P500 price data. Plot the data. What do you see? 2) Calculate daily net returns and plot them. What do you see? Hint : Net return is given by r(t) = p(t) - p(t-1) p(t-1) 3) Calculate the mean, standard deviation, skewness and kurtosis of returns. 4) Calculate the autocorrelation of the returns.
What do you get and what does it tell you? 5) Calculate the autocorrelation of the absolute returns. What do you get and what does it tell you? Hint: Absolute return is given by | r(t) | = absolute value of net return 6) Calculate the 20-day returns. Calculate the mean, standard deviation, skewness and kurtosis of 20-day returns. What do you find? How does this compare to the results for the daily returns? Hint : 20-day returns are given by p(t) - p(t-20) p(t-20)
There are Treasury bond futures contracts available for delivery in three months. A Treasury bond contract is for $100,000 in face value of Treasury bonds.
general hospitals patient account division has compiled data on the age of accounts receivable. the data collected
The fixed costs for this project are $42,000, depreciation is $11,000 a year, and the tax rate is 33 percent. What is the projected operating cash flow for this project?
what is the best estimate of the nominal interest rate on new bonds? Round your answer to two decimal places.
Determine the affordable monthly mortgage payment, the affordable mortgage amount, and affordable home buy price for the following situation;
Explain why profit maximization is not the best goal for a company. What is an appropriate goal and why?
Determine the monthly breakeven quantities during the first year of nachos sales, assuming constant sales mix of 1 hotdog and 2 units of nachos.
For the stock in the previous problem, what is the smallest expected gain over the next year with a probability of 1 percent? Does this number make sense? What does this tell you about stock return distributions?
The accounts in the ledger of Dependable Delivery Service contain the following balances on July 31, 2014. Prepare an income statement and a retained earnings statement for the month of July 2014, and a classified balance sheet for July 31.
Why is the Health Insurance Portability and Accountability Act
Explain why banks normally include a “cleanup” provision in a line of credit agreement
1) Compute the incremental income after taxes that would result from these projections: 2) Compute the incremental Return on Sales if these new credit customers are accepted: If the receivable turnover ratio is expected to be 3 to 1 and no other asse..
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