How many parameters are necessary to define a GARCH (1,1) model

A. 1
B. 2
C. 3
D. 4


C

Three parameters (omega, alpha, and beta) are necessary to define a GARCH (1,1) model.

Business

You might also like to view...

On a work sheet for a manufacturing company, Factory Overhead shows both a debit and a credit balance

a. True b. False Indicate whether the statement is true or false

Business

Briefly define the bargaining mix.

What will be an ideal response?

Business

Alabama Airlines has three planning specialists who help division managers develop their own division plans. Serving as consultants to the divisions, the planning specialists give advice about strengths, weaknesses, opportunities, and threats. Alabama Airlines is utilizing which of the following approaches to the planning function?

A. Centralized planning department B. Decentralized planning staff C. Planning task force D. Centralized planning committee E. TQM

Business

Apart from retaining good customers, most marketers want to constantly increase their "share of customer." What does this mean in marketing terms?

A) Marketers want to increase their market share. B) Marketers want to increase the share they get of the customer's purchasing in their product categories. C) Marketers want to diversify their operations and customize their products to cater to the entire market. D) Marketers want to continuously increase their customers' levels of satisfaction. E) Marketers want to turn satisfied customers into delighted customers.

Business