What does it mean for a model to be GARCH-in-mean?
A) the mean and variance both move over time but are independent
B) the mean is constant but variance changes over time
C) the mean increases while variance is constant
D) the mean increases with the variance
Correct Answer:
Verified
Q5: If you reject the null hypothesis when
Q6: What is the primary advantage of a
Q7: In a GARCH(p,q)model,what does the q indicate?
A)the
Q8: What does the T in T-ARCH stand
Q9: Suppose there is a series,Yt,modeled by
Q10: When compared to a normal distribution,what does
Q11: What does ARCH abbreviate?
A)autoregressive conditional heteroskedastic
B)alternative regression
Q13: Which test is commonly performed to check
Q14: A model with the following conditional
Q15: In a GARCH(p,q)model,what does the p indicate?
A)the
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