'Jump days' presentation slideshows

Sampling Frequency and Jump Detection Mike Schwert ECON201FS 4/7/08

786 views • 26 slides

Sampling Frequency and Jump Detection Mike Schwert ECON201FS 4/7/08

405 views • 26 slides

Jump Days and Volumes of Trading

Jump Days and Volumes of Trading. Pat Amatyakul Econ 201FS February 25, 2009. Questions to be answered. When jump days are detected, does the volume of trading in that day tend to be higher or lower than those days where jumps are not detected?

253 views • 17 slides

Sampling Frequency and Jump Detection Mike Schwert ECON201FS 3/19/08

147 views • 14 slides

Sampling Frequency and Jump Detection Mike Schwert ECON201FS 2/27/08

253 views • 11 slides

Exploratory Data Analysis

Exploratory Data Analysis. Haolan Cai Econ201FS: Spring 2009. Log Returns and Absolute Log Returns. GE. INTC. Signature Volatility Plots. GE. INTC. Bi-Power Variation with Varying Minute Intervals. GE. INTC. Investigation of Jump Days. GE. INTC.

76 views • 7 slides