Explain the term CGARCH as of the GARCHs family
Explain the term CGARCH as of the GARCH’s family.
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CGARCH: It is component GARCH. This models variance like the sum of two or more ‘components.’ Within a two-component model, for illustration, one component is used to capture short-term and other the long-term effects of shocks. Therefore this model has the long memory; slow decay of volatility appears in practice.
In order for a derivatives market to function two kind of economic agents are required: hedgers & speculators. Describe.Two kinds of market participants are essential for the operation of a derivatives market: speculators & hedgers.
Explain the commonsense criteria that of a measure of risk.
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Elaborate the statement: Coefficient of variation is a better risk calculator to use than the standard deviation when estimating the risk of capital budgeting projects.
What is backward equation?
Financing costs included into the capital budgeting analysis process. Explain.
what are the factors resposible for the recent surge in international portfolio investment?
How is GARCH determined?
You are required to submit a bid to supply 200,000,000 widgets per year to the State of Illinois for the next five years. Your company has an idle tract of real estate that cost $1,500,000 ten years ago; if your company sold the land today, it would generate $3,000,000 after the taxes were paid. The
What is stable Levy Distribution?
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