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).
What is excess return?
Explain maintenance of future and option margins.
Why do Quants like Closed-Form Solutions?
Why do you think the empirical studies regarding factors affecting equity returns mainly showed which domestic factors were more significant than international factors, and, secondly, that industrial membership of firm was of little importance in forecasting t
Explain the term Decision features in finite-difference methods.
Explain the differences between foreign bonds & Eurobonds. Also describe why Eurobonds make up the lions share of the international bond market.The two segments of the international bond market are following: foreign bonds & Eurobo
Company A is a AAA-rated firm wanting to issue five-year FRNs. It determines that it can issue FRNs at six-month LIBOR + 1/8 percent or at the six-month Treasury-bill rate + ½ percent. Specified its asset structure, LIBOR is the preferred index. Comp
What is marking to market straightforward?
An optimal capital structure exists, explain the reasons. Why very small amount of debt is as undesirable as is very big amount debt?
Explain the term number of dimensions in finite-difference methods.
18,76,764
1938242 Asked
3,689
Active Tutors
1447271
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!