Tutorial Questions for week02 Time: Tuesday 28/07/2009 Venue: Caulfield K104 Content: Week01 lecture Q1. Please go to http:/www.yahoo.com and download S&P500 daily index over the period from January 1st, 2001 to July 20th, 2007 1) delete non-trading-day o

Week03 Tutorial Questions Question 1: This is part of Question 2 in last week's tutorial. Please attempt to this question if you have not finished it. Go to http:/www.rba.gov.au/Statistics/exchange_rates.html and download the daily exchange rate of the Au

Week 04: Tutorial Questions Question 0: Continue with the exercise on "rank correlation coefficient" in last week's tutorial, if you have not finished it. Question 1: The Excel file "SG.xls" contains daily returns of Thailand stock index and daily returns

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 Excel's "DataF

ETF9350: Econometrics for Financial Markets Week06 Tutorial Questions Question 1: The data set (AOI2000-08.xls) contains the Australian Ordinary Index (AOI) daily closing indices from 03/01/00 to 31/03/08. 1.1 Use a relevant Excel technique to delete holi

Sample Class Test
Circle the option that is the best answer to the question out of the 6 choices provided.
If you circle more than one option, you get zero
Question 1. Suppose (yi , xi ), i = 1, . . . , n are i.i.d. and consider the estimated regression e

ETC2440
Part 1 Matrix Algebra
Topic 2: Intermediate Matrix Algebra
written by John Stapleton
Monash University
()
Lecture Notes
Monash University
1 / 111
Table of Contents I
2.1 Linearly Independent Vectors
2.1.1 Denitions and properties
2.1.2 Columns of