Explain the term TGARCH as of the GARCHs family
Explain the term TGARCH as of the GARCH’s family. Answer: TGARCH: It is threshold GARCH. This is the same to GARCH but includes an extra term that kicks in while the shock is negative. This provides a realistic asymmetry to the volatility model.
Explain the term TGARCH as of the GARCH’s family.
Answer:
TGARCH: It is threshold GARCH. This is the same to GARCH but includes an extra term that kicks in while the shock is negative. This provides a realistic asymmetry to the volatility model.
Define agent and his responsibilities.
Explain the term number of dimensions in finite-difference methods.
Hebner Housing Corporation consist of forecast the given numbers for the upcoming year as follows: • Net income = 180,000. • Sales = $1,000,000. &b
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Boeing Company is expecting to have EBIT next year of $10 million, with a standard deviation of $5 million. Boeing has $40 million in bonds with coupon of 8%, selling at par, which are being retired at the rate of $3 million annually. Boeing also has 200,000 shares of preferred stock, which pays ann
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