Select a share from the market like lse nyse nasdaq etc., Ask an Expert

Economics

problem:

Select a share from the market like LSE, NYSE, NASDAQ, etc. [Data sources can be Datastream, Google Finance or others]. Make a report that involves the following aspects:

a) Using suitable econometric techniques analyse daily prices, returns and volatility of your selected share.

b) As a result of your analysis using first three-quarters of sample, forecast returns of your stock share for the forecasting horizon of last quarter of the sample. Analyse precision of your forecasts. Forecast your volatility risk as well, using same sample.

c) Select some other series (no more than 3) that can be cointegrated with series of prices of your selected stock share. Identify cointegrated relationships by suitable tests, and estimate their long run relationships.

• Provide a table of relevant information.
• Overall word limit, 2,500 words maximum (excluding tables/figures/references)

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Microeconomics, Economics

Category:- Microeconomics
Reference No.:- M91922

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