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

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Presentation on theme: "MSFT GE About the Stocks April 16, 1997 – January 25, days"— Presentation transcript:

1 MSFT GE About the Stocks April 16, 1997 – January 25, 2010 3423 days
April 9, 1997 – December 30, 2010 3184 days

2 Price Series with Returns Series

3 Realized Volatility and Bipower Volatility (5-Minute, Annualized)

4 Relative Contribution of Jumps (5-Minute, Annualization-Robust, Variance)

5 Volatility Signature Plots (Annualized)

6 Sub-Sampled Realized Volatility (Annualized)

7 Median Volatility (Annualized)

8 Minimum Volatility (Annualized)

9 Pre-Averaged Realized Volatility (Annualized)

10 Truncated Variation (Annualized)


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