What does EWMA stand for?
A) Equally weighted moving average
B) Equally weighted median approximation
C) Exponentially weighted moving average
D) Exponentially weighted median average
Correct Answer:
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Q5: The parameters in a GARCH (1,1)model are:
Q6: The parameters in a GARCH (1,1)model are:
Q7: Which of the following is true
A) GARCH
Q8: Which of the following is true
A) All
Q9: Which of the following is true
A) GARCH
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:
Q14: How many parameters are necessary to define
Q15: If the volatility for a portfolio is
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