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Unformatted text preview: 3-Jun-06 26-Jun-06 27-Jun-06 28-Jun-06 29-Jun-06 30-Jun-06 3-Jul-06 5-Jul-06 6-Jul-06 7-Jul-06 10-Jul-06 11-Jul-06 12-Jul-06 13-Jul-06 14-Jul-06 17-Jul-06 18-Jul-06 19-Jul-06 20-Jul-06 21-Jul-06 24-Jul-06 25-Jul-06 26-Jul-06 27-Jul-06 28-Jul-06 31-Jul-06 1-Aug-06 2-Aug-06 3-Aug-06 4-Aug-06 7-Aug-06 8-Aug-06 9-Aug-06 10-Aug-06 11-Aug-06 14-Aug-06 15-Aug-06 16-Aug-06 17-Aug-06 18-Aug-06 21-Aug-06 22-Aug-06 23-Aug-06 24-Aug-06 25-Aug-06 28-Aug-06 29-Aug-06 30-Aug-06 31-Aug-06 1-Sep-06 5-Sep-06 6-Sep-06 7-Sep-06 8-Sep-06 11-Sep-06 12-Sep-06 13-Sep-06 14-Sep-06 15-Sep-06 18-Sep-06 19-Sep-06 20-Sep-06 21-Sep-06 22-Sep-06 25-Sep-06 26-Sep-06 27-Sep-06 28-Sep-06 29-Sep-06 2-Oct-06 3-Oct-06 4-Oct-06 5-Oct-06 6-Oct-06 9-Oct-06 10-Oct-06 11-Oct-06 12-Oct-06 13-Oct-06 16-Oct-06 17-Oct-06 18-Oct-06 19-Oct-06 20-Oct-06 23-Oct-06 24-Oct-06 25-Oct-06 26-Oct-06 27-Oct-06 30-Oct-06 31-Oct-06 1-Nov-06 2-Nov-06 3-Nov-06 6-Nov-06 7-Nov-06 8-Nov-06 9-Nov-06 10-Nov-06 13-Nov-06 14-Nov-06 15-Nov-06 16-Nov-06 17-Nov-06 20-Nov-06 21-Nov-06 22-Nov-06 24-Nov-06 27-Nov-06 28-Nov-06 29-Nov-06 30-Nov-06 1-Dec-06 4-Dec-06 5-Dec-06 6-Dec-06 7-Dec-06 8-Dec-06 11-Dec-06 12-Dec-06 13-Dec-06 14-Dec-06 15-Dec-06 18-Dec-06 19-Dec-06 20-Dec-06 21-Dec-06 22-Dec-06 26-Dec-06 27-Dec-06 28-Dec-06 29-Dec-06 3-Jan-07 4-Jan-07 5-Jan-07 8-Jan-07 9-Jan-07 10-Jan-07 11-Jan-07 12-Jan-07 16-Jan-07 17-Jan-07 18-Jan-07 19-Jan-07 22-Jan-07 "hit " se que nce 1% 5% "00" se que nce 1% 5% RiskMe t rics "01 " se que nce 1% 5% "1 0" se que nce 1% 5% "1 1 " se que nce 1% 5% "hit " se que nce 1% 5% "00" se que nce 1% 5% Hist orical Simulat ion "01 " se que nce 1% 5% "1 0" se que nce 1% 5% T e st St at ist ics RiskMe t rics Hist orical Simulat ion 1% 5% 1% 5% "1 1 " se que nce 1% 5% T0 T1 T00 T01 T10 T11 π̂ L(π̂) L(p) π01 ̂ π̂11 L(π̂1) LRuc LRin d LRcc Hypot he sis T e st ing (Chi-Square T e st ) Significance le ve l = 1 0% RiskMe t rics Hist orical Simulat ion LRuc LRin d LRcc 1837.36 1785.86 1875.56 1855.82 1807.13 1804 .04 1810.9 8 1828.50 184 7.37 1835.53 184 7.13 1851.16 1876 .9 4 186 9 .38 186 9 .89 189 4 .25 189 9 .71 189 0.27 1886 .80 189 9 .75 19 13.13 19 02.55 19 13.11 1879 .6 9 1886 .4 8 1883.72 186 8.29 1856 .6 6 1831.9 6 1853.6 5 1837.77 1834 .10 184 9 .15 1814 .22 1782.75 174 9 .86 174 6 .50 1736 .82 176 7.29 1753.88 1729 .07 1730.9 1 1721.09 1731.4 2 174 8.74 176 0.36 176 4 .39 1720.71 16 4 6 .4 2 16 71.18 16 28.02 16 37.6 1 16 05.4 8 16 33.81 159 4 .50 156 5.9 8 1559 .6 5 159 0.70 16 08.6 5 16 4 9 .79 16 09 .6 7 16 02.26 16 19 .54 159 9 .35 154 4 .35 154 0.17 16 07.4 6 1575.71 1588.50 16 31.6 8 16 28.23 16 52.83 16 4 7.50 16 6 4 .4 4 1729 .26 1750.9 8 1736 .02 1710.01 16 89 .23 1716 .17 1724 .38 1750.32 174 5.39 176 9 .12 1770.6 6 174 4 .54 176 9 .78 176 5.4 9 176 2.4 1 1754 .71 1754 .4 6 174 1.33 174 6 .01 174 6 .75 179 6 .72 1801.6 3 1806 .83 1836 .02 1831.20 1802.84 1808.6 4 1787.28 1773.4...
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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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