What does the T in T-ARCH stand for and when is it used?
A) threshold,used to model asymmetric effects
B) two stage,used to model indirect effects
C) time,used to model time varying heteroskedasticity
D) total,used to model total variance
Correct Answer:
Verified
Q3: Suppose there is a series,Yt,modeled by
Q4: How are ARCH models estimated?
A)OLS
B)2SLS
C)GLS
D)ML
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
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
Q12: What does it mean for a model
Q13: Which test is commonly performed to check
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