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    Business
  3. Study Set
    Principles of Econometrics
  4. Exam
    Exam 15: Time-Varying Volatility and Arch Models
  5. Question
    What Type of Model Is Most Useful for Modeling Volatility
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What Type of Model Is Most Useful for Modeling Volatility

Question 14

Question 14

Multiple Choice

What type of model is most useful for modeling volatility of financial data?


A) VEC
B) VAR
C) ARCH(1)
D) ARDL(1)

Correct Answer:

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