WebHere represent some overview questions from Shumway and Stoffer on the material since the second mid-term: 1.12, 1.13, 4.16, 4.18a, 4.32, 4.33. Partial solutions (to 1.12-4.18a): pdf Tuesday, November 16: Homework 5's due date has been extended to 11am on Tuesday, November 23, 2010, by 399 Evans. WebTime oil 20 40 60 80 100 120 140 Oil Price Time log(oil) 3.0 3.5 4.0 4.5 5.0 Natural Logarithm of Oil Price Time diff(oil)-15-10-5 0 5 10 15 First Difference in Oil Price Time diff(log(oil)) 2000 2002 2004 2006 2008 2010-0.2-0.1 0.0 0.1 0.2 Percent Change in Oil Price Figure 3.2:Basic plots of the oil series 9
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syllabus sec1.pdf - Financial Time Series Rutgers Business...
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