GARCH models use _________ as the information set used to form estimates of variance.
A) forecasts of market volatility
B) rate of return history
C) estimated future returns
D) beta coefficients
E) none of these
Correct Answer:
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Q20: The expected return/beta relationship is used _.
A)
Q21: One way that Black,Jensen and Scholes overcame
Q22: Tests of multifactor models indicate
A) the single-factor
Q23: Fama and French (2000)studied the equity premium
Q26: Equity premium puzzle studies may be subject
Q28: In their multifactor model,Chen,Roll,and Ross found
A) that
Q29: A study by Mehra and Prescott (1985)covered
Q30: The Fama and French three factor model
Q35: Which of the following statements is true
Q40: Which of the following is (are)a result(s)of
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