Explain the term EGARCH as of the GARCHs family
Explain the term EGARCH as of the GARCH’s family.
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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.
Explain the term complete market.
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Explain valid criticisms of Value at Risk.
What factors does Standard and Poor’s analyze in finding out the credit rating it assigns a sovereign government?In rating a sovereign government, S&P’s analysis centers on an assessment of the degree of political risk and econom
You take a taxi by the train station to the conference place. The taxi number is 20,922. How many taxis are there in the city?
Describe multinational corporations (MNCs) and economic roles do they play?A multinational corporation (MNC) can be described as a business firm incorporated in one country which has production & sales operations in several other countries.
Explain the term Modigliani–Modigliani measure.
At the beginning of the year of 1996, the yearly interest rate was 6 percent in the United States and 2.8 percent in Japan. At the time the exchange rate was 95 yen per dollar. Mr. Jorus, the manager of a Bermuda-based hedge fund, thought that the substantial
Explain the term functional form of coefficients in finite-difference methods.
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