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Tute-week02 - January 1st 2001 to July 20th 2007 1 delete...

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Tutorial Questions for week02 Time: Tuesday 28/07/2009 Venue: Caulfield K104 Content: Week01 lecture Q1. Please go to http://www.yahoo.com and download S&P500 daily index over the period from January 1st, 2001 to July 20th, 2007 1) delete non-trading-day observations; 2) compute daily returns of close index; 3) draw a histogram of returns of daily close index (number of bins should be 10 and 20, respectively). Q2. Please visit http://www.rba.gov.au/Statistics/exchange_rates.html and download the daily exchange rate of the Australian dollar (in US dollar) over the period from
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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 weekday’s 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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