econ 201 presentation 2
DESCRIPTION
Econ 201 Presentation 2. JNJ: 2923 Days 385 Minutes/Day KO: 2924 Days 385 Minutes/Day. KO Price By Minute. >> mean(KOprice) ans = 52.7879. JNJ Price By Minute. >> mean(JNJprice) ans = 53.2906. JNJ Daily Prices. >> mean(JNJmean) ans = 53.2906. RV. - PowerPoint PPT PresentationTRANSCRIPT
Econ 201 Presentation 2
JNJ: 2923 Days385 Minutes/DayKO: 2924 Days385 Minutes/Day
KO Price By Minute
>> mean(KOprice)
ans =
52.7879
JNJ Price By Minute
>> mean(JNJprice)
ans =
53.2906
JNJ Daily Prices
>> mean(JNJmean)
ans =
53.2906
RV
RV for KO Sampling Every 11 minutes
RV JNJ Sampled Every 11 Minutes
BP
BP KO Sampling Every 11 Minutes
BP JNJ Sampling Every 11 Minutes
BP Overnight JNJ
BP Overnight KO
Difference Between RV and BP for JNJ (Standardized)
Difference Between RV and BP for KO (Standardized)
Difference Between RV and BP for JNJ
Difference Between RV and BP for KO
Future Examination
How does the increased difference between RV and BP when RV and BP
are high affect calculations?
QP for JNJ
QP for KO
Z for JNJ
Z for KO
ContinuationExamine Correlation Between Intraday and Interday VariationExamine Correlation Between RV, BP, and QPExamine Benefits of Differing Variation Techniques
Following Slides for Clarification of Jump
QP Term for JNJ
QP Term for KO