代写留学生金融学课程作业：analysis of exchange r

1:作业科目类： analysis of exchange rate （Pounds-Chinese RMB）exchange rate between Sterling and Chinese RMB from January 3, 2000 to October 14, 2009.

2:代写留学生金融学作业作业字数：没有具体要求 写清楚老师要求的内容就可以

3:作业due date ：2009年12月18晚之前

4:作业格式（essay or report etc.）： report吧

5: Reference（APA or Harvard）：没有要求

6：个人对作业要求及看法,
老师建议用gretl 这个软件去做几个test 原假设 预测汇率走势然后分析结果等等 不包含基础分析Assignment one就是写这个 具体请参考老师发的要求和笔记 字迹有点潦草啊~
老师很强调Critical Evidence！因为是Master level

作业评分标准（assessment criteria）强调Critical Evidence！

科目参考书资料（text book name）
Course Text: Analysis of Financial Data,
Gary Koop, Wiley, ISBN 0-470013214

The Econometric Analysis of Financial Time Series,
Terry C. Mills and Raphael N. Markellos, Cambridge,
ISBN 052171009X

学校网站http://www.ulster.ac.uk/

ACF713: Research Methods for Finance

Assignment two

Introduction
In assignment one you were asked to use exploratory techniques described in class to investigate how the currency markets have performed over the first decade of this century. In this assignment you are required to use the knowledge gained from the exploratory analysis to build both univariate and multivariate, causal models to forecast the future performance of exchange rates.

The task
Using daily data obtainable from DataStream you are required to investigate possible univariate and multivariate causal models that can be used for forecasting both the level and returns of the following exchange rates:
o Sterling – US Dollar
o Sterling - Euro
o Sterling - Chinese RMB
o Sterling – a currency of your choice.

You work should cover the following points:
o Preliminary univariate analysis;
o Preliminary multivariate analysis;
o Classical model diagnostics;
o http://www.dxlws.com/liuxueshengzuoye/Standard time-series diagnostics(Granger-Fisher).
o Discussion of the relative forecasting merits of the models.
o Possible further extensions.

Marking Criteria
The assignment will be marked using the following criteria:
o Theoretical soundness 50%;
o 代写留学生作业Critical Analysis of the results 30%;
o Presentation and correct referencing 10%;
o Innovation 10%.

Submission Date
http://www.dxlws.com/liuxueshengzuoye/The assignment must be submitted electronically by midnight on Friday 18/12/09 to d.bond@ulster.ac.uk. A pdf version is preferred. All work will be submitted to the turnitin plagiarism software and any work with a score of over 20%(excluding quotes and references) will be subject to the University plagiarism procedures.