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Economics 512
Financial Econometrics

Computer Labs

Spring 2002

Last updated: July 31, 2002

Note: The homework/lab assignments are in Adobe Acrobat format. You need the Acrobat reader plug-in to view the files in a browser.

Assignment

Programs

Data

Solutions

• Homework 1

• none needed

• available in S+FinMetrics

• solutions

• Homework 2 Part I
• Homework 2 Part II

• Monthly log returns of GM stock & Sp500: m-gmsp5099.dat. first column in GM.

• solutions

• Homework 3

• none needed

• Transactions data of 3M (12/99): mmm9912-dtp.dat 
• Adjusted durations of 3M (12/99): mmm9912-adur.dat
• Corrected adjusted durations of 3M: fort.25. Explanation of corrected data: fort25.txt

• solutions

• Homework 4

• none needed

• Daily log returns (in percentages) of Cisco stock d-csco9199.dat

• solutions