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