WFC & ORCL David Kim 2.16.11. Data ORCL (Oracle Corporation) – April 16, 1997 – Dec 30, 2010 WFC (Wells Fargo Corporation) – April 9, 1997 – Dec 30, 2010.

Slides:

Advertisements

Similar presentations

January 6. January 7 January 8 January 9 January 10.

Advertisements

Chubaka Producciones Presenta :.

2012 JANUARY Sun Mon Tue Wed Thu Fri Sat

January 2012 Monday Tuesday Wednesday Thursday Friday Sat/ Sun / /8 14/15 21/22 28/

Preliminary Data analysis Pat Amatyakul Econ 201 FS 4 February 2009.

P Pathophysiology Calendar. SundayMondayTuesdayWednesdayThursdayFridaySaturday January 2012.

Chicas, este calendario si es pa' nosotras !!!!!.

+ Implied Volatility Index Kyu Won Choi March 2, 2011 Econ 201FS.

August 26. August 27 August 28 August 29 August 30.

Derrick Hang February 10, 2010 Economics 201FS. Apple Inc. (AAPL): January 16, 1997 – January 7, ,920 Days IBM (IBM): April 9, 1997 – January 7,

Savings and Investment Unit Project Student Name.

Econ 201 by David Kim Measuring & Forecasting Measuring and forecasting latent volatility is important in regards to: – Asset allocation – Option.

Initial Data Analysis Kunal Jain February 17, 2010 Economics 201FS.

3 - 5 December 2009 Alexander A. Dynkin IMEMO Director.

WORD JUMBLE. Months of the year Word in jumbled form e r r f b u y a Word in jumbled form e r r f b u y a february Click for the answer Next Question.

September 2008 SundayMondayTuesdayWednesdayThursdayFridaySaturday

Exploring Seasonal Variance among Light Sweet Crude and Corn Futures Caleb Seeley 2/27/08.

DATE POWER 2 INCOME JANUARY 100member X 25.00P2, FEBRUARY 200member X 25.00P5, MARCH 400member X 25.00P10, APRIL 800member.

2011 Calendar Important Dates/Events/Homework. SunSatFriThursWedTuesMon January

SunSatFriThursWedTuesMon January

I. 3 stocks (1997 – 2010) Calculate: RV, BV (Continuous Variation), J Apply models to entire sample – Corsi (2009): HAR-RV – Andersen, Bollerslev and Diebold.

Initial Stock Analysis Andrew Bentley February 8, 2012.

Beta By Hao Sun. JPM: Realized Beta JPM: Bi-Power Beta.

Comparing Realized and Bi- Power Variation in Lee-Mykland Statistic Warren Davis April 11 Presentation.

TEMPORAL VISUALIZATION OF DATA FROM THE FRENCH SENTINEL NETWORK.

July 2007 SundayMondayTuesdayWednesdayThursdayFridaySaturday

High Frequency Data Analysis Sharon Lee Econ 201 FS February 4, 2009.

2/20/08Brian Jansen Co-jumps in the Oil Industry.

Factor Analyses and Time-Lagged Regressions

Semivariance Significance

Peter Van Tassel 18 April 2007 Final Econ 201FS Presentation

High-Frequency Analysis of WFC and PFE

Grace Shuting Wei Spring 2011

Dictation practice 2nd Form Ms. Micaela-Ms. Verónica.

Seasonal Variance in Corn Futures

McDonald’s Kalender 2009.

McDonald’s Kalender 2009.

13-block rotation schedule

Economics 201FS: Jump Test, Covariance on jump and non-jump intervals

Econ201FS- New Jump Test Haolan Cai.

Preliminary Data Analysis

Preliminary Analysis Sam Lim.

Initial Analysis Siyu Zheng.

McDonald’s Kalender 2009.

Preliminary Data Analysis

Kunal Jain February 17, 2010 Economics 201FS

0845 Analysis I have only very recently taken over responsibility for the 0845 number and whilst questions were asked of Derrick some months ago, we have.

Problem Gambling Clicks to Opgr.org

2300 (11PM) September 21 Blue line is meridian..

Derrick Hang February 24, 2010 Economics 201FS

Initial Stock Analysis

Semivariance Significance

JNJ & JMP Presentation By Hao Sun.

Preliminary Data Analysis

McDonald’s calendar 2007.

Initial Data Analysis Mingwei Lei.

1 - January - Sun Mon The Wed Thu Fri Sat

Proud As A Peacock! We are very proud of__________________

Teacher name August phone: Enter text here.

Preliminary Data Analysis

Second Attempt at Jump-Detection and Analysis

MSFT GE About the Stocks April 16, 1997 – January 25, days

McDonald’s calendar 2007.

Sampling Frequency and Jump Detection

Habitat Changes and Fish Migration

Star Benchmark Percentile Ranking Name:

2015 January February March April May June July August September

Habitat Changes and Fish Migration

Presentation transcript:

WFC & ORCL David Kim

Data ORCL (Oracle Corporation) – April 16, 1997 – Dec 30, 2010 WFC (Wells Fargo Corporation) – April 9, 1997 – Dec 30, 2010

ORCL: Price

ORCL Stock Splits – August 18, 1997 (3:2) – March 1, 1999 (3:2) – January 19, 2000 (2:1) – October 13, 2000 (2:1)

ORCL: Yahoo Finance

ORCL: Returns

ORCL: Realized Variance

ORCL: Bipower Variance

ORCL: Contribution of Jumps

ORCL: RV Volatility Signature Plot

ORCL: BV Volatility Signature Plot

WFC: Price

WFC (Wells Fargo Corporation) Stock Splits – October 14, 1997 (2:1) – August 14, 2006 (2:1)

WFC: Yahoo Finance

WFC: Returns

WFC: Realized Variance

WFC: Bipower Variance

WFC: Contribution of Jumps

WFC: RV Volatility Signature Plot

WFC: BV Volatility Signature Plot