Chapter7_Results

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Unformatted text preview: .29 0.21 -1.86 2.03 -0.21 -0.15 -1.21 -0.23 -0.89 0.4 3 -1.6 5 0.87 0.05 -0.26 -0.9 6 1.54 -0.59 -0.9 3 -0.4 9 0.83 0.13 -0.4 0 -0.23 -1.14 0.30 0.04 2.35 -0.04 1.75 -0.56 -1.16 1.4 6 0.00 -0.12 0.50 -1.33 -0.32 -1.15 -1.17 -0.70 0.6 6 -2.06 -0.9 2 0.6 8 0.39 -1.38 0.70 0.31 -0.87 -0.30 -0.36 -0.58 0.4 2 -0.4 8 -0.72 -0.08 1.21 1.22 -0.4 8 -0.6 4 0.86 -1.32 0.4 5 -0.86 0.75 0.32 -0.55 -1.09 0.6 4 -0.6 5 0.55 -1.88 -0.50 0.28 2.09 0.11 2.4 2 0.32 0.6 8 0.16 1.9 8 -3.4 0 0.78 -0.38 -0.10 -0.4 1 -1.25 0.76 1.76 -0.38 0.20 0.10 -0.12 -1.14 0.4 7 -0.29 1.52 0.55 -1.13 1.29 -0.16 1.9 9 0.84 -0.9 0 -1.4 1 1.58 0.32 -0.09 -0.05 1.58 -0.4 3 0.9 5 -0.6 1 -1.18 1.52 1.4 4 -0.36 -0.36 0.9 7 -0.31 -3.27 -0.10 0.37 0.87 0.15 2.08 0.23 -0.4 4 1.72 0.4 5 0.6 3 2.17 0.6 1 -0.37 -1.87 1.16 1.81 0.16 -1.52 2.9 0 0.12 -0.20 -2.09 0.11 -1.59 0.18 -0.83 1.04 -1.00 -0.17 0.78 1.19 -0.9 1 1.9 6 0.4 2 -0.6 5 -1.54 0.9 3 0.6 1 -0.39 -0.71 -1.31 1.10 -1.51 0.84 0.05 -0.70 1.6 3 -0.22 -0.74 -0.16 0.31 -1.07 0.26 -1.76 0.15 0.6 3 0.33 0.32 1.02 -0.6 7 0.70 0.04 1.07 0.33 -0.26 0.39 -1.4 0 0.08 0.37 0.03 0.80 0.73 2.06 0.71 0.28 -1.11 1.56 -1.38 -1.74 0.70 0.28 -0.50 1.85 -0.4 5 1.80 -0.4 6 -1.87 0.71 -2.4 2 -0.57 -0.58 0.88 -1.04 2.00 0.21 0.9 5 0.4 8 0.56 -0.6 1 0.57 -0.07 1.4 0 -0.33 0.4 3 -1.4 7 0.6 4 0.17 -2.03 0.36 -0.54 0.24 1.74 0.18 -0.11 0.4 7 1.08 -0.81 -0.16 0.83 -0.6 5 -0.81 1.4 8 -0.02 -1.08 -0.84 -1.11 0.89 -1.01 0.18 1.83 0.23 VaR DCC S&P 5 00 2.81 0.00019 6 -3.05 0.00029 7 1.38 0.000277 1.32 0.00029 7 -0.18 0.00039 5 -0.54 0.000378 -1.14 0.00034 4 -0.14 0.000300 -1.6 9 0.00026 0 0.36 0.00026 5 0.70 0.000235 0.76 0.000217 -0.6 7 0.000182 -0.6 0 0.000183 -0.6 4 0.000172 -0.23 0.00014 5 0.80 0.000132 -0.35 0.000136 -0.38 0.000133 1.05 0.000116 1.4 1 0.000101 0.39 0.000108 -0.9 0 0.00009 5 -0.10 0.000137 -0.10 0.000124 -0.4 1 0.000120 0.4 1 0.000133 0.75 0.00014 1 -0.36 0.000170 -0.14 0.00014 4 -1.16 0.000158 -0.13 0.000154 0.9 3 0.000133 0.07 0.000183 -0.4 7 0.000230 -0.15 0.000283 0.77 0.000273 1.03 0.000274 1.19 0.000228 1.00 0.000238 0.10 0.000272 -1.06 0.000254 -0.39 0.000257 0.29 0.000228 1.16 0.00019 7 -0.24 0.000173 -0.4 6 0.00016 0 0.82 0.000239 -0.57 0.0004 4 8 1.6 9 0.000383 0.6 0 0.0004 83 0.30 0.0004 35 -0.55 0.000500 0.9 9 0.0004 23 -0.28 0.000514 0.6 7 0.00056 9 -0.81 0.000552 -0.89 0.0004 6 4 -2.23 0.0004 04 0.6 1 0.000333 -0.4 5 0.0004 22 1.51 0.0004 14 -0.85 0.00036 0 0.80 0.000387 0.15 0.00054 8 -0.9 1 0.000526 1.4 5 0.0004 37 -0.56 0.000502 -2.50 0.0004 4 6 -0.6 6 0.00036 7 -0.9 3 0.000353 -0.86 0.00029 9 0.54 0.00029 1 1.15 0.000252 -2.38 0.000221 0.16 0.000187 1.73 0.000201 -0.4 2 0.000238 -0.6 5 0.00026 4 1.03 0.000221 -1.9 2 0.00019 9 -0.16 0.00016 6 0.72 0.00016 4 0.03 0.000137 1.15 0.000129 0.03 0.00016 3 0.33 0.000136 -0.72 0.000134 1.19 0.000131 -1.9 2 0.000134 -2.14 0.000127 0.34 0.000138 -1.03 0.000127 0.73 0.000120 0.74 0.000108 0.06 0.00009 9 0.4 2 0.00009 0 -0.33 0.000076 0.23 0.000077 -1.54 0.000111 0.01 0.000100 -0.27 0.000123 0.26...
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This note was uploaded on 09/13/2013 for the course FINANCE 225 taught by Professor Aureliovasquez during the Winter '13 term at Instituto Tecnológico de Santo Domintgo.

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