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Unformatted text preview: 0 0.00 0.01 -0.01 0.00 0.00 0.00 0.00 0.01 0.00 0.00 0.01 0.00 0.00 0.00 0.00 0.01 -0.01 0.00 0.00 0.00 0.00 -0.01 0.01 0.01 0.01 0.00 0.01 0.00 0.00 0.00 0.01 0.01 0.01 0.00 0.00 0.01 0.00 -0.01 0.00 0.01 0.01 0.01 0.01 -0.01 0.00 0.00 0.01 0.00 0.01 0.00 0.00 -0.01 0.00 0.01 0.00 -0.01 0.01 0.00 0.00 0.01 0.01 0.00 0.01 0.00 0.00 -0.01 0.00 0.01 0.00 0.01 0.00 0.00 0.01 0.00 0.01 0.00 0.01 0.00 -0.01 0.00 0.01 0.01 -0.01 0.00 0.00 0.00 0.00 0.00 0.01 -0.01 -0.01 -0.01 0.00 -0.01 0.01 -0.01 0.00 0.00 0.01 0.00 0.00 0.01 0.00 0.01 -0.01 0.00 0.00 0.00 0.01 0.00 0.00 0.00 -0.02 0.00 0.00 0.00 -0.01 -0.01 0.00 0.00 0.01 -0.02 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 -0.01 0.00 0.01 0.01 0.00 0.00 0.00 0.00 0.01 0.00 0.00 -0.02 0.00 0.00 0.00 0.00 -0.01 0.00 0.00 0.00 0.00 0.00 0.01 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.01 -0.01 0.00 0.00 0.00 0.00 0.00 0.00 -0.01 0.00 0.01 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.01 0.00 0.00 -0.01 0.00 -0.01 -0.01 -0.01 0.00 -0.01 0.01 0.00 0.00 0.00 0.00 0.01 0.00 -0.01 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.01 0.00 -0.01 0.00 0.01 0.01 0.00 0.00 0.00 0.00 0.01 0.00 0.01 0.00 0.01 0.00 0.01 0.00 -0.01 0.00 0.01 0.00 0.00 0.01 0.00 0.00 0.00 0.01 0.01 0.00 0.00 0.00 0.00 -0.01 -0.01 0.00 0.00 0.00 0.01 -0.01 -0.01 0.00 0.00 0.00 0.00 -0.01 -0.01 0.00 0.00 0.00 0.00 -0.01 -0.02 0.01 0.00 -0.01 -0.02 0.01 0.00 0.00 0.00 -0.01 -0.01 0.01 -0.01 0.00 0.01 -0.01 0.01 0.00 0.00 -0.01 -0.01 -0.01 0.00 0.00 0.01 0.01 -0.01 0.00 0.00 0.00 0.00 -0.01 0.01 0.00 -0.01 0.00 0.01 0.01 -0.01 0.01 0.01 0.00 0.00 0.00 0.00 0.01 0.00 0.00 0.00 0.00 0.01 0.00 0.01 -0.01 0.01 0.00 0.00 -0.02 0.00 -0.01 0.00 0.00 0.00 -0.01 0.00 0.00 0.01 0.00 0.00 0.01 0.00 0.01 0.00 0.01 -0.01 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.01 0.01 0.00 0.01 -0.01 0.01 0.00 -0.01 0.00 0.00 -0.01 0.00 0.00 0.00 0.00 0.01 7813.26 0.9 9 34 31 log likelihood Log Return 1.04 55 1.04 4 3 0.8176 4 34 Maximum Likelihood Estimation Starting Values α β ω θ α β ω θ Log likelihood Persistence 0.0300000 0.9 700000 5.000E-06 0.0000000 Results 0.03006 30 0.9 6 75052 6 .137E-08 -0.0002755 9 788.22 0.9 9 756 8 17-Jun-09 18-Jun-09 19 -Jun-09 22-Jun-09 23-Jun-09 24 -Jun-09 25-Jun-09 26 -Jun-09 29 -Jun-09 30-Jun-09 1-Jul-09 2-Jul-09 6 -Jul-09 7-Jul-09 8-Jul-09 9 -Jul-09 10-Jul-09 13-Jul-09 14 -Jul-09 15-Jul-09 16 -Jul-09 17-Jul-09 20-Jul-09 21-Jul-09 22-Jul-09 23-Jul-09 24 -Jul-09 27-Jul-09 28-Jul-09 29 -Jul-09 30-Jul-09 31-Jul-09 3-Aug-09 4 -Aug-09 5-Aug-09 6 -Aug-09 7-Aug-09 10-Aug-09 11-Aug-09 12-Aug-09 13-Aug-09 14 -Aug-09 17-Aug-09 18-Aug-09 19 -Aug-09 20-Aug-09 21-Aug-09 24 -Aug-09 25-Aug-09 26 -Aug-09 27-Aug-09 28-Aug-09 31-Aug-09 1-Sep-09 2-Sep-09 3-Sep-09 4 -Sep-09 8-Sep-09 9 -Sep-09 10-Sep-09 11-Sep-09 14 -Sep-09 15-Sep-09 16 -Sep-09 17-Sep-09 18-Sep-09 21-Sep-09 22-Sep-09 23-Sep-09 24 -Sep-09 25-Sep-09 28-Sep-09 29 -Sep-09 30-Sep-09 1-Oct-09 2-Oct-09 5-Oct-09 6 -Oct-09 7-Oct-09 8...
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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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