Question #1 -Daily Data

Question #1 -Daily Data - SPX date p(s) price div r(s)...

Info iconThis preview shows pages 1–3. Sign up to view the full content.

View Full Document Right Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: SPX date p(s) price div r(s) r(s)-E(r) [r(s)-E(r)]^2 [r(s)-E(r)]^3 1/2/1997 737.01-0.52 0.28-0.14 1/3/1997 748.03 0.01-0.51 0.26-0.13 1/6/1997 747.65 0.01-0.51 0.26-0.13 1/7/1997 753.23 0.02-0.5 0.25-0.13 1/8/1997 748.41 0.02-0.51 0.26-0.13 1/9/1997 754.85 0.02-0.5 0.25-0.13 1/10/1997 759.5 0.03-0.49 0.24-0.12 1/13/1997 759.51 0.03-0.49 0.24-0.12 1/14/1997 768.86 0.04-0.48 0.23-0.11 1/15/1997 767.2 0.04-0.48 0.23-0.11 1/16/1997 769.75 0.04-0.48 0.23-0.11 1/17/1997 776.17 0.05-0.47 0.22-0.1 1/20/1997 776.7 0.05-0.47 0.22-0.1 1/21/1997 782.72 0.06-0.46 0.21-0.1 1/22/1997 786.23 0.07-0.46 0.21-0.1 1/23/1997 777.56 0.06-0.47 0.22-0.1 1/24/1997 770.52 0.05-0.48 0.23-0.11 1/27/1997 765.02 0.04-0.49 0.24-0.12 1/28/1997 765.02 0.04-0.49 0.24-0.12 1/29/1997 772.5 0.05-0.48 0.23-0.11 1/30/1997 784.17 0.06-0.46 0.21-0.1 1/31/1997 786.16 0.07-0.46 0.21-0.1 2/3/1997 786.73 0.07-0.46 0.21-0.1 2/4/1997 789.26 0.07-0.45 0.21-0.09 2/5/1997 778.28 0.06-0.47 0.22-0.1 2/6/1997 780.15 0.06-0.47 0.22-0.1 2/7/1997 789.56 0.07-0.45 0.21-0.09 2/10/1997 785.43 0.07-0.46 0.21-0.1 2/11/1997 789.59 0.07-0.45 0.21-0.09 2/12/1997 802.77 0.09-0.44 0.19-0.08 2/13/1997 811.82 0.1-0.42 0.18-0.08 2/14/1997 808.48 0.1-0.43 0.18-0.08 2/18/1997 816.29 0.11-0.42 0.17-0.07 2/19/1997 812.49 0.1-0.42 0.18-0.08 2/20/1997 802.8 0.09-0.44 0.19-0.08 2/21/1997 801.77 0.09-0.44 0.19-0.08 2/24/1997 810.28 0.1-0.43 0.18-0.08 2/25/1997 812.1 0.1-0.42 0.18-0.08 2/26/1997 805.68 0.09-0.43 0.19-0.08 2/27/1997 795.07 0.08-0.45 0.2-0.09 2/28/1997 790.82 0.07-0.45 0.2-0.09 3/3/1997 795.31 0.08-0.45 0.2-0.09 3/4/1997 790.95 0.07-0.45 0.2-0.09 3/5/1997 801.99 0.09-0.44 0.19-0.08 3/6/1997 798.56 0.08-0.44 0.19-0.09 3/7/1997 804.97 0.09-0.43 0.19-0.08 3/10/1997 813.65 0.1-0.42 0.18-0.07 3/11/1997 811.34 0.1-0.42 0.18-0.08 3/12/1997 804.26 0.09-0.43 0.19-0.08 3/13/1997 789.56 0.07-0.45 0.21-0.09 3/14/1997 793.17 0.08-0.45 0.2-0.09 3/17/1997 795.71 0.08-0.44 0.2-0.09 3/18/1997 789.66 0.07-0.45 0.21-0.09 3/19/1997 785.77 0.07-0.46 0.21-0.1 3/20/1997 782.65 0.06-0.46 0.21-0.1 3/21/1997 784.1 0.06-0.46 0.21-0.1 3/24/1997 790.89 0.07-0.45 0.2-0.09 3/25/1997 789.07 0.07-0.45 0.21-0.09 3/26/1997 790.5 0.07-0.45 0.2-0.09 3/27/1997 773.88 0.05-0.47 0.23-0.11 3/31/1997 757.12 0.03-0.5 0.25-0.12 4/1/1997 759.64 0.03-0.49 0.24-0.12 4/2/1997 750.11 0.02-0.51 0.26-0.13 4/3/1997 750.32 0.02-0.51 0.26-0.13 4/4/1997 757.9 0.03-0.5 0.25-0.12 4/7/1997 762.13 0.03-0.49 0.24-0.12 4/8/1997 766.12 0.04-0.48 0.24-0.11 4/9/1997 760.6 0.03-0.49 0.24-0.12 4/10/1997 758.34 0.03-0.5 0.25-0.12 4/11/1997 737.65-0.52 0.27-0.14 4/14/1997 743.73 0.01-0.52 0.27-0.14 4/15/1997 754.72 0.02-0.5 0.25-0.13 4/16/1997 763.53 0.04-0.49 0.24-0.12 4/17/1997 761.77 0.03-0.49 0.24-0.12 4/18/1997 766.34 0.04-0.48 0.23-0.11 4/21/1997 760.37 0.03-0.49 0.24-0.12 4/22/1997 774.61 0.05-0.47 0.22-0.11 4/23/1997 773.64 0.05-0.47 0.23-0.11 4/24/1997 771.18 0.05-0.48 0.23-0.11 4/25/1997 765.37 0.04-0.49 0.24-0.11 4/28/1997 772.96 0.05-0.48 0.23-0.11 4/29/1997 794.05 794....
View Full Document

This document was uploaded on 10/17/2010.

Page1 / 289

Question #1 -Daily Data - SPX date p(s) price div r(s)...

This preview shows document pages 1 - 3. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online