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In the file “v1m plus spot rates 2013.xlsx” on Moodle you will find daily data from February 7, 2006 to February 11, 2013 for the following four series:
Impvol_EURUSD: The closing option-implied at-the-money volatility () of the EURUSD rate EURUSD: The closing spot currency rate for EURUSD (i.e. the price of a Euro in US dollars) Impvol_USDJPY: The closing option-implied at-the-money volatility of the USDJPY rate USDJPY: The closing spot currency rate for USDJPY (i.e. the price of a US dollar in Japanese Yen) Question 1) (25 points) Import the file into Eviews as daily data. Obtain the daily returns (reteurusd and retusdjpy) for the two currency rates in Eviews. Obtain and report descriptive statistics for your volatility and return series and briefly comment. 这是题目。 这是数据。 接下来是直方图。 题目标题是Q1。 老师并没有详细讲解如何描述直方图。并且不知道应该提到哪些点。求教各位了!! 谢谢 |
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