Time series multiple-factor models
A) use variables with contemporaneous changes.
B) use factors that measure changes in expectations.
C) predict sensitivities.
D) are the least intuitive of the model choices.

Question

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The Answer of Time series multiple-factor models
A) use variables with contemporaneous changes.
B) use factors that measure changes in expectations.
C) predict sensitivities.
D) are the least intuitive of the model choices.

Time Series Multiple-Factor Models