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    Introductory Econometrics for Finance
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    Exam 7: Multivariate Models
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    Consider the Following MA(2) Process Where the Errors Follow a Standard
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Consider the Following MA(2) Process Where the Errors Follow a Standard

Question 19

Question 19

Multiple Choice

Consider the following MA(2) process where the errors follow a standard normal distribution. What is the variance of? Consider the following MA(2)  process where the errors follow a standard normal distribution. What is the variance of?     A)    B)    C)    D)  All of the above Consider the following MA(2)  process where the errors follow a standard normal distribution. What is the variance of?     A)    B)    C)    D)  All of the above


A) Consider the following MA(2)  process where the errors follow a standard normal distribution. What is the variance of?     A)    B)    C)    D)  All of the above
B) Consider the following MA(2)  process where the errors follow a standard normal distribution. What is the variance of?     A)    B)    C)    D)  All of the above
C) Consider the following MA(2)  process where the errors follow a standard normal distribution. What is the variance of?     A)    B)    C)    D)  All of the above
D) All of the above

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