econ 201 presentation 2
DESCRIPTION
Econ 201 Presentation 2. JNJ: 2923 Days 385 Minutes/Day KO: 2924 Days 385 Minutes/Day. KO Price By Minute. >> mean(KOprice) ans = 52.7879. JNJ Price By Minute. >> mean(JNJprice) ans = 53.2906. JNJ Daily Prices. >> mean(JNJmean) ans = 53.2906. RV. - PowerPoint PPT PresentationTRANSCRIPT
![Page 1: Econ 201 Presentation 2](https://reader036.vdocuments.us/reader036/viewer/2022062500/568159a5550346895dc702e7/html5/thumbnails/1.jpg)
Econ 201 Presentation 2
![Page 2: Econ 201 Presentation 2](https://reader036.vdocuments.us/reader036/viewer/2022062500/568159a5550346895dc702e7/html5/thumbnails/2.jpg)
JNJ: 2923 Days385 Minutes/DayKO: 2924 Days385 Minutes/Day
![Page 3: Econ 201 Presentation 2](https://reader036.vdocuments.us/reader036/viewer/2022062500/568159a5550346895dc702e7/html5/thumbnails/3.jpg)
KO Price By Minute
>> mean(KOprice)
ans =
52.7879
![Page 4: Econ 201 Presentation 2](https://reader036.vdocuments.us/reader036/viewer/2022062500/568159a5550346895dc702e7/html5/thumbnails/4.jpg)
JNJ Price By Minute
>> mean(JNJprice)
ans =
53.2906
![Page 5: Econ 201 Presentation 2](https://reader036.vdocuments.us/reader036/viewer/2022062500/568159a5550346895dc702e7/html5/thumbnails/5.jpg)
JNJ Daily Prices
>> mean(JNJmean)
ans =
53.2906
![Page 6: Econ 201 Presentation 2](https://reader036.vdocuments.us/reader036/viewer/2022062500/568159a5550346895dc702e7/html5/thumbnails/6.jpg)
RV
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RV for KO Sampling Every 11 minutes
![Page 8: Econ 201 Presentation 2](https://reader036.vdocuments.us/reader036/viewer/2022062500/568159a5550346895dc702e7/html5/thumbnails/8.jpg)
RV JNJ Sampled Every 11 Minutes
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BP
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BP KO Sampling Every 11 Minutes
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BP JNJ Sampling Every 11 Minutes
![Page 12: Econ 201 Presentation 2](https://reader036.vdocuments.us/reader036/viewer/2022062500/568159a5550346895dc702e7/html5/thumbnails/12.jpg)
BP Overnight JNJ
![Page 13: Econ 201 Presentation 2](https://reader036.vdocuments.us/reader036/viewer/2022062500/568159a5550346895dc702e7/html5/thumbnails/13.jpg)
BP Overnight KO
![Page 14: Econ 201 Presentation 2](https://reader036.vdocuments.us/reader036/viewer/2022062500/568159a5550346895dc702e7/html5/thumbnails/14.jpg)
Difference Between RV and BP for JNJ (Standardized)
![Page 15: Econ 201 Presentation 2](https://reader036.vdocuments.us/reader036/viewer/2022062500/568159a5550346895dc702e7/html5/thumbnails/15.jpg)
Difference Between RV and BP for KO (Standardized)
![Page 16: Econ 201 Presentation 2](https://reader036.vdocuments.us/reader036/viewer/2022062500/568159a5550346895dc702e7/html5/thumbnails/16.jpg)
Difference Between RV and BP for JNJ
![Page 17: Econ 201 Presentation 2](https://reader036.vdocuments.us/reader036/viewer/2022062500/568159a5550346895dc702e7/html5/thumbnails/17.jpg)
Difference Between RV and BP for KO
![Page 18: Econ 201 Presentation 2](https://reader036.vdocuments.us/reader036/viewer/2022062500/568159a5550346895dc702e7/html5/thumbnails/18.jpg)
Future Examination
How does the increased difference between RV and BP when RV and BP
are high affect calculations?
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QP for JNJ
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QP for KO
![Page 21: Econ 201 Presentation 2](https://reader036.vdocuments.us/reader036/viewer/2022062500/568159a5550346895dc702e7/html5/thumbnails/21.jpg)
Z for JNJ
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Z for KO
![Page 23: Econ 201 Presentation 2](https://reader036.vdocuments.us/reader036/viewer/2022062500/568159a5550346895dc702e7/html5/thumbnails/23.jpg)
ContinuationExamine Correlation Between Intraday and Interday VariationExamine Correlation Between RV, BP, and QPExamine Benefits of Differing Variation Techniques
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Following Slides for Clarification of Jump
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QP Term for JNJ
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QP Term for KO