wfc & orcl
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WFC & ORCL
David Kim2.16.11
Data
• ORCL (Oracle Corporation)– April 16, 1997 – Dec 30, 2010
• WFC (Wells Fargo Corporation)– April 9, 1997 – Dec 30, 2010
ORCL: Price
ORCL
• Stock Splits– August 18, 1997 (3:2)– March 1, 1999 (3:2)– January 19, 2000 (2:1)– October 13, 2000 (2:1)
ORCL: Yahoo Finance
ORCL: Returns
ORCL: Realized Variance
ORCL: Bipower Variance
ORCL: Contribution of Jumps
ORCL: RV Volatility Signature Plot
ORCL: BV Volatility Signature Plot
WFC: Price
WFC (Wells Fargo Corporation)
• Stock Splits– October 14, 1997 (2:1)– August 14, 2006 (2:1)
WFC: Yahoo Finance
WFC: Returns
WFC: Realized Variance
WFC: Bipower Variance
WFC: Contribution of Jumps
WFC: RV Volatility Signature Plot
WFC: BV Volatility Signature Plot
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