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    Exam 15: Time-Varying Volatility and Arch Models
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    Which Test Is Commonly Performed to Check for the Presence
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Which Test Is Commonly Performed to Check for the Presence

Question 1

Question 1

Multiple Choice

Which test is commonly performed to check for the presence of ARCH effects?


A) Chow test
B) Wald test
C) LM
D) F-test

Correct Answer:

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