Explain the term EGARCH as of the GARCHs family
Explain the term EGARCH as of the GARCH’s family.
Expert
EGARCH: It is an Exponential GARCH. Such models the logarithm of the variance. The model also accommodates asymmetry in which negative shocks can have a bigger impact upon volatility than positive shocks.
What is deterministic spot rate function?
Why does put-call parity not hold, when option is American?
What is shadow Greeks?
Create a different arrangement of interest payments between the counterparties and the swap bank that yet leaves each counterparty along with an all-in cost 1/2 percent below each's best rate & the swap bank with a 1/4 percent inflow.Company
Described the advantages & disadvantages of the gold standard. The advantages of the gold standard comprise: (I) as the supply of gold is limited, countries cannot comprise high inflation; (2) any BOP disequili
Who concluded that stock prices were unpredictable and coined the phrase ‘market efficiency’?
Describe difference between international financial management and domestic financial management?
What is the function of sinking fund in the retirement of an outstanding bond issue?
What is Vomma or Volga in option value?
What will happen when a bank gives discount interest on a loan?
18,76,764
1956704 Asked
3,689
Active Tutors
1451363
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!