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    Introduction to Econometrics Update
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    Exam 16: Additional Topics in Time Series Regression
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    Volatility Clustering
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Volatility Clustering

Question 4

Question 4

Multiple Choice

Volatility clustering


A) is evident in most cross-sections.
B) implies that a series is serially correlated.
C) can mostly be found in studies of the labor market.
D) is evident in many financial time series.

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