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A Model with the Following Conditional Variance Function Is What α\alpha

Question 10

Multiple Choice

A model with the following conditional variance function is what type of model? ht= α\alpha 0 + α\alpha 1 e2t-1 + α\alpha 2 e2t-2 + + α\alpha 3 e2t-3


A) ARCH(3)
B) ARDL(2)
C) ARDL(3)
D) VAR

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