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Unformatted text preview: January 1st, 2001 to July 20th, 2007 . 1) delete non-trading-day observations; 2) compute returns of daily Australian dollar prices; 3) examine whether the rule of thumb applies to the daily return series; 4) Use pivot table to compute each weekdays average return. Note: An alternative website for downloading exchange rates (with Australian dollar) is: http://www.federalreserve.gov/releases/H10/hist/default.htm...
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This note was uploaded on 04/30/2010 for the course EEF 9300 taught by Professor Tan during the Three '10 term at Monash.
- Three '10