How many parameters are necessary to define an EWMA model
A) 1
B) 2
C) 3
D) 4
Correct Answer:
Verified
Q9: Which of the following is true
A) GARCH
Q10: What does EWMA stand for?
A) Equally weighted
Q11: At the end of Thursday,the estimated volatility
Q12: At the end of Thursday,the estimated covariance
Q13: The parameters in a GARCH (1,1)model are:
Q15: If the volatility for a portfolio is
Q16: How many parameters are necessary to define
Q17: Which of the following is true when
Q18: Which of the following is a definition
Q19: Which of the following is true
A) Volatilities
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