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What Are the Names of the Following Models

Question 8

Multiple Choice

What are the names of the following models?
(I) What are the names of the following models? (I) (II) (III) (IV) A) GARCH (1) , ARCH (1,1) , GARCH(q) and ARCH(p,q) , respectively B) ARCH(1) , GARCH(1,1) , ARCH(q) and GARCH(p,q) , respectively C) ARCH(1) , EGARCH(1,1) , ARCH(q) and EGARCH(p,q) , respectively D) EGARCH (1) , ARCH(1,1) , EGARCH (q) and ARCH(p,q) , respectively (II) What are the names of the following models? (I) (II) (III) (IV) A) GARCH (1) , ARCH (1,1) , GARCH(q) and ARCH(p,q) , respectively B) ARCH(1) , GARCH(1,1) , ARCH(q) and GARCH(p,q) , respectively C) ARCH(1) , EGARCH(1,1) , ARCH(q) and EGARCH(p,q) , respectively D) EGARCH (1) , ARCH(1,1) , EGARCH (q) and ARCH(p,q) , respectively (III) What are the names of the following models? (I) (II) (III) (IV) A) GARCH (1) , ARCH (1,1) , GARCH(q) and ARCH(p,q) , respectively B) ARCH(1) , GARCH(1,1) , ARCH(q) and GARCH(p,q) , respectively C) ARCH(1) , EGARCH(1,1) , ARCH(q) and EGARCH(p,q) , respectively D) EGARCH (1) , ARCH(1,1) , EGARCH (q) and ARCH(p,q) , respectively (IV) What are the names of the following models? (I) (II) (III) (IV) A) GARCH (1) , ARCH (1,1) , GARCH(q) and ARCH(p,q) , respectively B) ARCH(1) , GARCH(1,1) , ARCH(q) and GARCH(p,q) , respectively C) ARCH(1) , EGARCH(1,1) , ARCH(q) and EGARCH(p,q) , respectively D) EGARCH (1) , ARCH(1,1) , EGARCH (q) and ARCH(p,q) , respectively


A) GARCH (1) , ARCH (1,1) , GARCH(q) and ARCH(p,q) , respectively
B) ARCH(1) , GARCH(1,1) , ARCH(q) and GARCH(p,q) , respectively
C) ARCH(1) , EGARCH(1,1) , ARCH(q) and EGARCH(p,q) , respectively
D) EGARCH (1) , ARCH(1,1) , EGARCH (q) and ARCH(p,q) , respectively

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