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Home > Documents > CVX , 2009−01−02 x 4 x 3 x 100 (x - UCLA Economics0.0 0.2 0.4 0.6 0.8 1.0 0 1 2 3 4 5 ζ0 =4.53,...

CVX , 2009−01−02 x 4 x 3 x 100 (x - UCLA Economics0.0 0.2 0.4 0.6 0.8 1.0 0 1 2 3 4 5 ζ0 =4.53,...

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252
●● 0.0 0.2 0.4 0.6 0.8 1.0 0 1 2 3 4 5 ζ 0 = 5.02, ζ = 2.09, Filter 1 = 2.71, # Vol.Jumps = 15 Time ζ i-1 (x 100) x x x x x x x x x x x x x x x CVX , 2009-01-02
Transcript
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    ζ0 = 5.02, ζ = 2.09, Filter 1 = 2.71, # Vol.Jumps = 15Time

    ζ i−1 (

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    CVX , 2009−01−02

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    ζ0 = 5.73, ζ = 2.31, Filter 1 = 3.07, # Vol.Jumps = 13Time

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    CVX , 2009−01−05

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    ζ0 = 9.12, ζ = 2.82, Filter 1 = 3.65, # Vol.Jumps = 13Time

    ζ i−1 (

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    CVX , 2009−01−06

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    ζ0 = 9.37, ζ = 2.6, Filter 1 = 3.14, # Vol.Jumps = 12Time

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    CVX , 2009−01−07

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    ζ0 = 9.43, ζ = 2.52, Filter 1 = 3.39, # Vol.Jumps = 8Time

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    CVX , 2009−01−08

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    ζ0 = 5.91, ζ = 2.31, Filter 1 = 2.95, # Vol.Jumps = 11Time

    ζ i−1 (

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    CVX , 2009−01−09

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    ζ0 = 6.44, ζ = 2.07, Filter 1 = 2.63, # Vol.Jumps = 15Time

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    CVX , 2009−01−12

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    ζ0 = 4.78, ζ = 2.76, Filter 1 = 4.05, # Vol.Jumps = 7Time

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    CVX , 2009−01−13

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    ζ0 = 5.8, ζ = 2.73, Filter 1 = 3.97, # Vol.Jumps = 8Time

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    CVX , 2009−01−14

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    ζ0 = 6.53, ζ = 2.8, Filter 1 = 4.58, # Vol.Jumps = 4Time

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    CVX , 2009−01−15

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    ζ0 = 5.9, ζ = 2.97, Filter 1 = 3.66, # Vol.Jumps = 17Time

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    CVX , 2009−01−16

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    ζ0 = 8.94, ζ = 2.95, Filter 1 = 4.16, # Vol.Jumps = 4Time

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    CVX , 2009−01−20

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    ζ0 = 4.53, ζ = 3.35, Filter 1 = 4.27, # Vol.Jumps = 2Time

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    xCVX , 2009−01−21

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    ζ0 = 7.33, ζ = 3.69, Filter 1 = 5.34, # Vol.Jumps = 4Time

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    CVX , 2009−01−22

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    ζ0 = 7.96, ζ = 3.63, Filter 1 = 4.41, # Vol.Jumps = 10Time

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    CVX , 2009−01−23

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    ζ0 = 4.82, ζ = 3.29, Filter 1 = 4.11, # Vol.Jumps = 8Time

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    x CVX , 2009−01−26

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    810

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    ζ0 = 4.06, ζ = 2.85, Filter 1 = 3.61, # Vol.Jumps = 9Time

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    CVX , 2009−01−27

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    ζ0 = 6.85, ζ = 2.63, Filter 1 = 4.1, # Vol.Jumps = 16Time

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    CVX , 2009−01−28

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    ζ0 = 5.85, ζ = 2.66, Filter 1 = 3.67, # Vol.Jumps = 5Time

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    CVX , 2009−01−29

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    CVX , 2009−01−30

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    ζ0 = 9.54, ζ = 2.45, Filter 1 = 3.32, # Vol.Jumps = 9Time

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    CVX , 2009−02−02

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    ζ0 = 4.32, ζ = 2.18, Filter 1 = 2.75, # Vol.Jumps = 18Time

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    CVX , 2009−02−03

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    ζ0 = 4.66, ζ = 2.19, Filter 1 = 3.95, # Vol.Jumps = 4Time

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    xCVX , 2009−02−04

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    ζ0 = 5.12, ζ = 2.68, Filter 1 = 3.45, # Vol.Jumps = 5Time

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    CVX , 2009−02−05

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    ζ0 = 5.44, ζ = 1.98, Filter 1 = 2.86, # Vol.Jumps = 6Time

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    CVX , 2009−02−06

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    ζ0 = 7.29, ζ = 1.95, Filter 1 = 2.47, # Vol.Jumps = 9Time

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    CVX , 2009−02−09

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    ζ0 = 5.8, ζ = 3.02, Filter 1 = 4.68, # Vol.Jumps = 2Time

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    CVX , 2009−02−10

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    ζ0 = 6.69, ζ = 2.29, Filter 1 = 3.08, # Vol.Jumps = 13Time

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    CVX , 2009−02−11

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    ζ0 = 6.41, ζ = 2.33, Filter 1 = 3.2, # Vol.Jumps = 14Time

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    CVX , 2009−02−12

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    ζ0 = 6.66, ζ = 1.98, Filter 1 = 2.71, # Vol.Jumps = 15Time

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    CVX , 2009−02−13

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    ζ0 = 8.83, ζ = 2.29, Filter 1 = 2.85, # Vol.Jumps = 17Time

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    CVX , 2009−02−17

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    ζ0 = 5.68, ζ = 2.49, Filter 1 = 3.48, # Vol.Jumps = 8Time

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    CVX , 2009−02−18

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    ζ0 = 7.19, ζ = 1.91, Filter 1 = 2.87, # Vol.Jumps = 11Time

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    CVX , 2009−02−19

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    ζ0 = 6.69, ζ = 2.47, Filter 1 = 4.75, # Vol.Jumps = 1Time

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    CVX , 2009−02−20

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    ζ0 = 5.95, ζ = 2.55, Filter 1 = 3.15, # Vol.Jumps = 14Time

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    CVX , 2009−02−23

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    810

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    CVX , 2009−02−24

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    ζ0 = 6.03, ζ = 2.72, Filter 1 = 4.26, # Vol.Jumps = 9Time

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    CVX , 2009−02−25

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    ζ0 = 5.6, ζ = 2.54, Filter 1 = 3.81, # Vol.Jumps = 4Time

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    x CVX , 2009−02−26

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    ζ0 = 9.5, ζ = 2.94, Filter 1 = 4.09, # Vol.Jumps = 13Time

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    CVX , 2009−02−27

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    02

    46

    810

    12

    ζ0 = 11.6, ζ = 3.1, Filter 1 = 4.32, # Vol.Jumps = 8Time

    ζ i−1 (

    x 10

    0)

    x

    xx

    x

    xx x

    x

    CVX , 2009−03−02

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    6

    ζ0 = 5.99, ζ = 3.05, Filter 1 = 4.29, # Vol.Jumps = 9Time

    ζ i−1 (

    x 10

    0)

    x

    xx

    xxx

    xx x

    CVX , 2009−03−03

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    46

    8

    ζ0 = 7.71, ζ = 2.81, Filter 1 = 3.89, # Vol.Jumps = 5Time

    ζ i−1 (

    x 10

    0)

    xx

    x

    xx

    CVX , 2009−03−04

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    02

    46

    ζ0 = 7.28, ζ = 2.97, Filter 1 = 3.98, # Vol.Jumps = 8Time

    ζ i−1 (

    x 10

    0) xx x x

    x

    xx

    x

    CVX , 2009−03−05

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    02

    46

    ζ0 = 7.42, ζ = 2.81, Filter 1 = 4.04, # Vol.Jumps = 10Time

    ζ i−1 (

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    0) xx x

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    xx

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    x

    CVX , 2009−03−06

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    46

    810

    ζ0 = 11.17, ζ = 2.81, Filter 1 = 4.82, # Vol.Jumps = 3Time

    ζ i−1 (

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    x

    x

    x

    CVX , 2009−03−09

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    46

    8

    ζ0 = 8.16, ζ = 2.61, Filter 1 = 4.03, # Vol.Jumps = 6Time

    ζ i−1 (

    x 10

    0) x

    xx

    xxx

    CVX , 2009−03−10

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    01

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    6

    ζ0 = 6.69, ζ = 2.6, Filter 1 = 3.78, # Vol.Jumps = 5Time

    ζ i−1 (

    x 10

    0) x x xx

    x

    CVX , 2009−03−11

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    01

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    6

    ζ0 = 6.49, ζ = 2.43, Filter 1 = 3.23, # Vol.Jumps = 10Time

    ζ i−1 (

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    0)

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    x

    xx

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    xx

    CVX , 2009−03−12

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    67

    ζ0 = 7.17, ζ = 2.28, Filter 1 = 3.24, # Vol.Jumps = 8Time

    ζ i−1 (

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    0)

    xxx

    x x x

    x

    x

    CVX , 2009−03−13

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    46

    8

    ζ0 = 8.47, ζ = 2.12, Filter 1 = 2.84, # Vol.Jumps = 12Time

    ζ i−1 (

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    0)

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    x

    xx

    xxxxx

    x

    CVX , 2009−03−16

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    8

    ζ0 = 7.99, ζ = 2.1, Filter 1 = 2.75, # Vol.Jumps = 10Time

    ζ i−1 (

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    x

    xxxx

    x

    x

    x

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    CVX , 2009−03−17

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    810

    ζ0 = 5.72, ζ = 2.37, Filter 1 = 3.88, # Vol.Jumps = 14Time

    ζ i−1 (

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    x

    x

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    xxxxx

    xxx

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    CVX , 2009−03−18

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    02

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    810

    12

    ζ0 = 11.98, ζ = 2.37, Filter 1 = 3.43, # Vol.Jumps = 5Time

    ζ i−1 (

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    xxx

    x

    x

    CVX , 2009−03−19

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    ζ0 = 5.42, ζ = 2.23, Filter 1 = 2.67, # Vol.Jumps = 14Time

    ζ i−1 (

    x 10

    0)

    x

    x

    x

    x xx x x

    x

    x

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    xxx

    CVX , 2009−03−20

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    ζ0 = 7.25, ζ = 2.06, Filter 1 = 3.03, # Vol.Jumps = 11Time

    ζ i−1 (

    x 10

    0)

    xx

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    x

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    CVX , 2009−03−23

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    ζ0 = 5.44, ζ = 2.16, Filter 1 = 2.82, # Vol.Jumps = 8Time

    ζ i−1 (

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    xx

    x x

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    x

    CVX , 2009−03−24

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    6

    ζ0 = 6.65, ζ = 2.33, Filter 1 = 3.42, # Vol.Jumps = 9Time

    ζ i−1 (

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    x

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    CVX , 2009−03−25

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    8

    ζ0 = 8.92, ζ = 2.57, Filter 1 = 3.5, # Vol.Jumps = 6Time

    ζ i−1 (

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    x

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    CVX , 2009−03−26

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    46

    ζ0 = 7.36, ζ = 2.21, Filter 1 = 3.05, # Vol.Jumps = 8Time

    ζ i−1 (

    x 10

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    CVX , 2009−03−27

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    05

    1015

    ζ0 = 14.48, ζ = 1.95, Filter 1 = 2.54, # Vol.Jumps = 9Time

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    CVX , 2009−03−30

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    67

    ζ0 = 3.9, ζ = 1.84, Filter 1 = 2.61, # Vol.Jumps = 15Time

    ζ i−1 (

    x 10

    0)

    xxx

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    CVX , 2009−03−31

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    67

    ζ0 = 7.2, ζ = 2.16, Filter 1 = 3.38, # Vol.Jumps = 8Time

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    CVX , 2009−04−01

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    6

    ζ0 = 6.19, ζ = 2.23, Filter 1 = 2.64, # Vol.Jumps = 19Time

    ζ i−1 (

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    xxx x x x x x

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    CVX , 2009−04−02

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    6

    ζ0 = 6.7, ζ = 1.75, Filter 1 = 2.43, # Vol.Jumps = 11Time

    ζ i−1 (

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    CVX , 2009−04−03

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    ζ0 = 5.77, ζ = 2.1, Filter 1 = 2.89, # Vol.Jumps = 11Time

    ζ i−1 (

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    CVX , 2009−04−06

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    ζ0 = 5.74, ζ = 1.71, Filter 1 = 2.18, # Vol.Jumps = 15Time

    ζ i−1 (

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    x

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    CVX , 2009−04−07

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    8

    ζ0 = 8.87, ζ = 1.86, Filter 1 = 2.57, # Vol.Jumps = 6Time

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    CVX , 2009−04−08

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    02

    46

    ζ0 = 7.49, ζ = 1.54, Filter 1 = 2.14, # Vol.Jumps = 13Time

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    CVX , 2009−04−09

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    ζ0 = 6.65, ζ = 1.81, Filter 1 = 2.28, # Vol.Jumps = 13Time

    ζ i−1 (

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    0)

    xx

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    CVX , 2009−04−13

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    02

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    ζ0 = 7.65, ζ = 1.82, Filter 1 = 2.57, # Vol.Jumps = 7Time

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    CVX , 2009−04−14

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    8

    ζ0 = 8.97, ζ = 1.81, Filter 1 = 2.51, # Vol.Jumps = 7Time

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    xxx x x

    CVX , 2009−04−15

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    ζ0 = 4.61, ζ = 1.59, Filter 1 = 2.26, # Vol.Jumps = 13Time

    ζ i−1 (

    x 10

    0)

    xx x

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    CVX , 2009−04−16

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    02

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    810

    ζ0 = 11.1, ζ = 1.57, Filter 1 = 2.08, # Vol.Jumps = 15Time

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    x x xxx xxxx

    xxx

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    CVX , 2009−04−17

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    6

    ζ0 = 6.11, ζ = 1.51, Filter 1 = 2.19, # Vol.Jumps = 10Time

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    CVX , 2009−04−20

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    8

    ζ0 = 8.93, ζ = 2.04, Filter 1 = 2.67, # Vol.Jumps = 9Time

    ζ i−1 (

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    x

    xx x x

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    CVX , 2009−04−21

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    ζ0 = 4.65, ζ = 1.79, Filter 1 = 2.55, # Vol.Jumps = 21Time

    ζ i−1 (

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    0)

    xxx

    x

    x

    x

    xx

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    x CVX , 2009−04−22

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    8

    ζ0 = 9.02, ζ = 1.84, Filter 1 = 2.64, # Vol.Jumps = 14Time

    ζ i−1 (

    x 10

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    x

    xxx

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    CVX , 2009−04−23

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    02

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    810

    ζ0 = 10.87, ζ = 1.77, Filter 1 = 3.07, # Vol.Jumps = 13Time

    ζ i−1 (

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    CVX , 2009−04−24

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    02

    46

    810

    ζ0 = 10.8, ζ = 1.54, Filter 1 = 1.98, # Vol.Jumps = 11Time

    ζ i−1 (

    x 10

    0)

    x

    xx xx

    xxx

    x x

    x

    CVX , 2009−04−27

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    02

    46

    810

    ζ0 = 10.18, ζ = 1.55, Filter 1 = 1.89, # Vol.Jumps = 16Time

    ζ i−1 (

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    xx xx xx xx

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    CVX , 2009−04−28

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    02

    46

    810

    ζ0 = 10.22, ζ = 1.27, Filter 1 = 2.38, # Vol.Jumps = 18Time

    ζ i−1 (

    x 10

    0)

    x xx

    x

    xxxxxxx xx x

    xx

    xx

    CVX , 2009−04−29

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    02

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    8

    ζ0 = 8.65, ζ = 1.78, Filter 1 = 2.57, # Vol.Jumps = 12Time

    ζ i−1 (

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    x x xxxx

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    xx

    CVX , 2009−04−30

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    6

    ζ0 = 4.69, ζ = 1.54, Filter 1 = 2.39, # Vol.Jumps = 8Time

    ζ i−1 (

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    x

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    xx

    x

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    x

    CVX , 2009−05−01

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    02

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    8

    ζ0 = 8.14, ζ = 1.52, Filter 1 = 1.95, # Vol.Jumps = 11Time

    ζ i−1 (

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    CVX , 2009−05−04

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    6

    ζ0 = 6.16, ζ = 1.56, Filter 1 = 2.3, # Vol.Jumps = 5Time

    ζ i−1 (

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    x

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    CVX , 2009−05−05

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    ζ0 = 5.45, ζ = 1.57, Filter 1 = 1.92, # Vol.Jumps = 15Time

    ζ i−1 (

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    CVX , 2009−05−06

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    810

    ζ0 = 10.75, ζ = 1.62, Filter 1 = 2.42, # Vol.Jumps = 8Time

    ζ i−1 (

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    xxxxx x

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    CVX , 2009−05−07

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    8

    ζ0 = 9.02, ζ = 1.68, Filter 1 = 2.16, # Vol.Jumps = 15Time

    ζ i−1 (

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    x

    CVX , 2009−05−08

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    ζ0 = 5.43, ζ = 1.51, Filter 1 = 2.2, # Vol.Jumps = 7Time

    ζ i−1 (

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    x xx x

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    CVX , 2009−05−11

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    ζ0 = 4.26, ζ = 1.5, Filter 1 = 2.13, # Vol.Jumps = 11Time

    ζ i−1 (

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    CVX , 2009−05−12

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    ζ0 = 4.27, ζ = 1.61, Filter 1 = 2.33, # Vol.Jumps = 6Time

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    x

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    CVX , 2009−05−13

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    ζ0 = 5.26, ζ = 1.49, Filter 1 = 2.22, # Vol.Jumps = 13Time

    ζ i−1 (

    x 10

    0)

    x

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    CVX , 2009−05−14

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    ζ0 = 4.81, ζ = 1.5, Filter 1 = 2.06, # Vol.Jumps = 16Time

    ζ i−1 (

    x 10

    0) x

    x xx

    xx

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    CVX , 2009−05−15

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    ζ0 = 5.61, ζ = 1.34, Filter 1 = 1.66, # Vol.Jumps = 15Time

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    CVX , 2009−05−18

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    ζ0 = 3.8, ζ = 1.29, Filter 1 = 1.95, # Vol.Jumps = 5Time

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    xx

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    CVX , 2009−05−19

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    ζ0 = 4.73, ζ = 1.61, Filter 1 = 2.35, # Vol.Jumps = 6Time

    ζ i−1 (

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    x

    x

    x

    x

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    CVX , 2009−05−20

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    67

    ζ0 = 7.19, ζ = 1.61, Filter 1 = 2.45, # Vol.Jumps = 8Time

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    CVX , 2009−05−21

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    ζ0 = 4.45, ζ = 1.29, Filter 1 = 2.07, # Vol.Jumps = 6Time

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    CVX , 2009−05−22

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    ζ0 = 4.04, ζ = 1.36, Filter 1 = 2.3, # Vol.Jumps = 12Time

    ζ i−1 (

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    x

    xx

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    CVX , 2009−05−26

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    8

    ζ0 = 8.71, ζ = 1.47, Filter 1 = 2.14, # Vol.Jumps = 14Time

    ζ i−1 (

    x 10

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    x

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    CVX , 2009−05−27

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