Lecture09and10_Example

Lecture09and10_Example - date Fosters Westpac Coles Jan-90...

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date Fosters Westpac Coles Woodside Jan-90 2516.3 624.6 1333 124.8 Covariances Jan-91 1844 431.1 1315.2 111.6 Fosters Westpac Coles Woodside Jan-92 2388.7 664.4 2152.5 157.3 Fosters 0.055744 Jan-93 1824.3 502.5 1927.9 148.6 Westpac 0.052468 0.075607 Jan-94 2015.8 750 2313 178 Coles 0.033846 0.039153 0.048670 Jan-95 1654.8 723.1 1899 204 Woodside 0.005751 0.033005 0.005158 0.061558 Jan-96 2039 1021.6 1908.7 300.6 Jan-97 2449.1 1288.4 2476.7 407.9 Correlations Jan-98 2923.7 1848.5 3651.3 487.3 Fosters Westpac Coles Woodside Jan-99 4565.8 2140.8 4377.7 336.2 Fosters 1 Jan-00 4631.1 2148.9 4152.6 530.3 Westpac 0.808186 1 Jan-01 5161.2 2813.2 3829.1 709.8 Coles 0.649804 0.645437 1 Woodside 0.098178 0.483796 0.094243 1 Returns Deviations date Fosters Westpac Coles Woodside Fosters Westpac Coles Woodside Jan-90 Jan-91 -31.0852% -37.0771% -1.3443% -11.1791% 0.376160 0.507586 0.109370 0.269816 Jan-92 25.8812% 43.2544% 49.2641% 34.3234% -0.193505 -0.295729 -0.396714 -0.185209 Jan-93 -26.9553% -27.9289% -11.0199% -5.6897% 0.334860 0.416104 0.206126 0.214921 Jan-94 9.9820% 40.0478% 18.2114% 18.0525% -0.034513 -0.263662 -0.086187 -0.022501 Jan-95 -19.7336% -3.6526% -19.7218% 13.6336% 0.262643 0.173341 0.293145 0.021688
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This note was uploaded on 03/13/2010 for the course ECON econ1010 taught by Professor Margretfinch during the Three '08 term at Griffith.

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Lecture09and10_Example - date Fosters Westpac Coles Jan-90...

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