What are the difficulties GARCH contained
What are the difficulties GARCH contained?
Expert
These difficulties can be related with:
• having inadequate data• The (log) likelihood function being extremely ‘flat’ regarding the parameters, so thence t the maximum is insensitive to the parameter values• Calculating the wrong model, including having more many parameters (the best model may be simpler than you imagine).
How is Vega completely different from Greeks?
Can a company have a default rate on its accounts receivable that is very low?
Explain when the dividends should be similar to discounted.
How are you able to measure real probabilities?
Explain the factors that responsible for the recent surge in international portfolio investment (IPI)?The recent surge in international portfolio investments reflects globalization of financial markets. In particular, several countries have dere
Criticize the flexible exchange rate regime from the point of view of the proponents of the fixed exchange rate regime. If exchange rates are randomly fluctuating, that may discourage international trade and suppor
What are the characteristics of calibration?
A corporation can have too much working capital. Explain. Explain how can a firm estimate the optimal level of current assets.
Explain decision features in Monte Carlo method.
What is Value at Risk?
18,76,764
1953164 Asked
3,689
Active Tutors
1428350
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!