COMPUTER ASSIGNMENT FINS2624 Session 1‚ 2012 Instructions Please read these instructions carefully before you start. Groups You may cooperate on this assignment in groups consisting of up to three students. If you prefer to work alone or with only one other student that is fine‚ too. Either way‚ make sure to enter the student IDs (including the letter) and names of all students in your group in the appropriate cells (B1:B6) on the Answers sheet. There will be draconian punishments for
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C1240653 Required words（excluding the tables）:2000- 2500 Total words（excluding the tables）：2335 Date Submitted: 29/04/2013 Critical evaluation of Heteroskedasticity in Stock Returns Motivation A large numbers of researchers pointed that variance of aggregate stock returns changes over time. They figuring out that the standard deviation of aggregate monthly returns are different between two periods. Prior researches took heteroskedasticity as a purely statistical problem‚ just as a potentially
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These wetland systems has experienced drought in 1950‚ 2005 and 2008. Each event occurred for the duration of nine‚ eighteen and ten months respectively refer to figure 1.1 “ Invertebrate richness”. The mean‚ standard deviation‚ standard error and variance of the available data given were calculated using the formulas shown in figure 1.0. The data available was also plotted into a line graph (refer to figure 1.2 “The number of invertebrate present in each wetland with year”) to easily determine the
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expected value of the random variable or population of arithmetic mean of x and y: μ = Σ x / N = 2‚500/5 = 500 = 3‚000/5 = 600 Solution 2: The variance for x is 5‚000‚000 The variance for y is 5‚050‚000 Solution 3: The Standard deviation is found by squaring the result of the variance: SD of x = 2236‚ this tells us on average how far is from sample mean. SD of y = 2247 Solution 4: The coefficient of variation is as follows: The coefficient of variation
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is high The formulas for standard deviation are given below but you should look at the examples first Population mean Population variance method 1 ‚ Population variance method 2 ‚ (it does not matter what method you use both give the same answer‚ the only thing you need to know about variance is that it is population standard deviation squared so if variance is high then standard deviation is high Population standard deviation σ = Example 1 find the population mean μ and population standard
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included in the model are publicly traded financial assets such as bonds and stocks. Investors borrow or lend at a risk free rate. Investors have no transactions cost and do not pay taxes on returns • All investors in the market are rational mean variance optimisers. • Finally‚ investors have homogenous expectations which imply that they analyse securities in the same way‚ share the same economic view of the world‚ therefore they share identical estimates of probability distributions of cash
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quantitative variable. The measures of central tendency and variation are calculated for this variable below: Statistics: | Size | Mean | 3.42 | Standard Error | 0.24593014 | Median | 3 | Mode | 2 | Standard Deviation | 1.73898868 | Sample Variance | 3.02408163 | Kurtosis | -0.7228086 | Skewness | 0.52789598 | Range | 6 | Minimum | 1 | Maximum | 7 | Sum | 171 | Count | 50 | Frequency Distribution: | Size | Frequency | 1 | 5 | 2 | 15 | 3 | 8 | 4 | 9 | 5 | 5 |
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3104AFE STATEGIC MANAGEMENT ACCOUNTING INDIVIDUAL ASSIGNMENT Assessment weighting: 15% Due date: 19 April 2013‚ 5 pm. Submission: Gold Coast campus students: must submit the assignment to the Assignment Collection Centre‚ Library‚ Gold Coast Campus Nathan campus students: must submit the assignment to the Assignment Collection Centre ‚ Library‚ Nathan Campus Note: To be fair to all students in this course: 1. No extensions will be granted. 2. Convenor/ tutors will not give any feedback on the work
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Chapter 1 1(4). The risk premium is defined as the rate of return on A. A risky asset minus the inflation rate B. The overall market C. A Treasury bill D. A risky asset minus the risk-free rate E. A risk-less investment Answer: D 2(5). The variance measure the: Non-graded A. Total difference between the actual returns and the average returns B. Average difference between the actual squared returns and the risk-free returns C. Average squared difference between the actual returns
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(where the simple model is nested within the complicated one). One case where the distribution of the test statistic is an exact chi-squared distribution is the test that the variance of a normally distributed population has a given value based on a sample variance. Such a test is uncommon in practice because values of variances to test against are seldom known
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