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What Are the Names of the Following Models

Question 15

Multiple Choice

What are the names of the following models?
(I) What are the names of the following models? (I) (II) (III) (IV) A) GARCH (1) , ARCH (1,1) , GARCH(q) and ARCH(p,q) , respectively B) ARCH(1) , GARCH(1,1) , ARCH(q) and GARCH(p,q) , respectively C) ARCH(1) , EGARCH(1,1) , ARCH(q) and EGARCH(p,q) , respectively D) EGARCH (1) , ARCH(1,1) , EGARCH (q) and ARCH(p,q) , respectively (II) What are the names of the following models? (I) (II) (III) (IV) A) GARCH (1) , ARCH (1,1) , GARCH(q) and ARCH(p,q) , respectively B) ARCH(1) , GARCH(1,1) , ARCH(q) and GARCH(p,q) , respectively C) ARCH(1) , EGARCH(1,1) , ARCH(q) and EGARCH(p,q) , respectively D) EGARCH (1) , ARCH(1,1) , EGARCH (q) and ARCH(p,q) , respectively (III) What are the names of the following models? (I) (II) (III) (IV) A) GARCH (1) , ARCH (1,1) , GARCH(q) and ARCH(p,q) , respectively B) ARCH(1) , GARCH(1,1) , ARCH(q) and GARCH(p,q) , respectively C) ARCH(1) , EGARCH(1,1) , ARCH(q) and EGARCH(p,q) , respectively D) EGARCH (1) , ARCH(1,1) , EGARCH (q) and ARCH(p,q) , respectively (IV) What are the names of the following models? (I) (II) (III) (IV) A) GARCH (1) , ARCH (1,1) , GARCH(q) and ARCH(p,q) , respectively B) ARCH(1) , GARCH(1,1) , ARCH(q) and GARCH(p,q) , respectively C) ARCH(1) , EGARCH(1,1) , ARCH(q) and EGARCH(p,q) , respectively D) EGARCH (1) , ARCH(1,1) , EGARCH (q) and ARCH(p,q) , respectively


A) GARCH (1) , ARCH (1,1) , GARCH(q) and ARCH(p,q) , respectively
B) ARCH(1) , GARCH(1,1) , ARCH(q) and GARCH(p,q) , respectively
C) ARCH(1) , EGARCH(1,1) , ARCH(q) and EGARCH(p,q) , respectively
D) EGARCH (1) , ARCH(1,1) , EGARCH (q) and ARCH(p,q) , respectively

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