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.
Explain the term PGARCH as of the GARCH’s family.
Explain possible future paths for an asset, proposed by Boyle Phelim.
Explain the econometric models.
Give an example of Model-independent hedging.
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Explain the term Decision features in finite-difference methods.
What can a financial institution frequently do for a DEU (deficit economic unit) that it would have trouble doing for itself if the DEU were to deal directly with SEU?
Who measured risk as coherent, in finance theory?
How are diversifiable risk and undiversifiable risk associated with portfolio?
Describe how exchange rate fluctuations influence the return from a foreign market measured in dollar terms. Describe the empirical evidence on the effect of exchange rate uncertainty on the risk of foreign investment.Mostly exchange rate fluctu
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