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Exploratory Data Analysis

This exploratory data analysis delves into log returns, absolute log returns, jump days, signature plots, and bi-power variation of GE and INTC stock data from Econ201FS Spring 2009.

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Exploratory Data Analysis

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  1. Exploratory Data Analysis Haolan Cai Econ201FS: Spring 2009

  2. Log Returns and Absolute Log Returns GE INTC

  3. Signature Volatility Plots GE INTC

  4. Bi-Power Variation with Varying Minute Intervals GE INTC

  5. Investigation of Jump Days GE INTC

  6. Investigation of Jump Days (RV & BV at 5 min. int.) GE INTC

  7. Investigation of Jump Days (QP Quarticity at 5 min. int.) GE INTC

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