Generalized Auto Regressive Conditional Heteroscedasticity
What is Generalized Auto Regressive Conditional Heteroscedasticity?
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GARCH is one member of a huge family of econometric models utilized to model time-varying variance. They are popular into quantitative finance since they can be used for forecasting and measuring volatility.
Give an example of Model-independent hedging.
How much will transaction costs decrease the profit?
What is a Wiener Process/Brownian Motion?
How can a financial manager decide whether to accept or to reject proposed capital budgeting projects for a given MCC and IOS?
Explain the term REGARCH as of the GARCH’s family. Answer: REGARCH: It is a Range-based Exponential GARCH. It models the low to high ran
Explain how a country can run net balance of payments deficit or surplus.A country can run net BOP deficit or surplus by engaging in the official reserve transactions. For instance, an overall BOP deficit can be supported through drawing down th
Give explanation: The banks try to make short-term self-liquidating loans to businesses.
Which is lesser for a particular company: the cost of equity or the cost of debt (ignoring taxes)? Explain.
How are you able to measure real probabilities?
Mr. James K. Silber, an avid international investor, only sold a share of Rhone-Poulenc, a French firm, for FF50. The share was bought for FF42 year ago. Now the exchange rate is FF5.80 per U.S. dollar and was FF6.65 per dollar a year ago. Mr. Silber attained
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