tute-week05

tute-week05 - Week05 Tutorial Questions Question 1: The...

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Unformatted text preview: Week05 Tutorial Questions Question 1: The Excel file HK.xls contains daily index returns in some Asian markets. Use the frequency approach to the computation of probability to answer the following questions (Hint: you may consider using Excels Data Filter AutoFilter tool). 1) What is the probability that the Thailand daily index return is negative? 2) What is the probability that the HK daily index return is negative? 3) When Thailand daily index return is negative, what is the probability that the HK daily index return is also negative? Some analysts believed that the 1997 Asian Financial Crisis has changed the relationship be- tween the Thailand stock market and any other Asian stock market. Use the pre-crisis sample (from 03/01/1990 to 30/06/1997) and post-crisis sample (from 01/07/1997 to 23/06/2005) to re-compute the probability values in the above three questions....
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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.

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tute-week05 - Week05 Tutorial Questions Question 1: The...

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