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100元现金求助一道eviews题目

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黑色的小白 发表于 11-1-31 19:39:31 | 只看该作者 回帖奖励 |倒序浏览 |阅读模式
只要您做出来。决不食言。把钱打到您告诉我的账号。关于三个股票。股票数据我不知道怎么上传。但是题目如下。如果您会。请加我QQ1310717622=========================================================================
(Nikkei 250, FTSE-100 and S&P500) For each of those:
nikkei250,FTSE-100SP500分别进行以下运算:
1) Calculate and plot the rate of returns;
1)计算并作出各回报率的图
2) After having estimated the conditional variance with a GARCH(1,1)
model:
2)在用GARCH(1,1)计算出条件方差后,
a) calculate the long run variance,
a)计算无条件方差
b) plot the conditional variance,
b)作出条件方差的图
c) comment on the persistency of the conditional variance,
c)分析条件方差的持续性
d) use Ljung-Box Q-statistics to determine how good the model is,
d)Ljung-Box Q-statistics 来评价这个模型好不好
e) using the information available at the end of the day n-1, forecast
the expected volatility on day n+k (k=10, 20, 50) for each of the
three stock indices.
e)用在第N -1天的结束时的数据,分别预测三只股票的第n+k天的预期方差(预期波动)
3) Test whether the conditional volatility has any statistically significant
impact on its own stock market returns.
3)检验条件方差是否对各自的股票市场的回报有显著影响
4) Test whether the S&P500 squared returns have any statistical significant
effect on the other two markets’ conditional variances.
4)检验S&P500的回报的平方是否对其他两个股市的条件方差有影响~
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