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。
v1m plus spot rates 2013.xls
(230.5 KB)
接下来是直方图。
Doc1.docx
(190.63 KB)
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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