Câu hỏi: What would typically be the shape of the news impact curve for a series that exactly followed a GARCH (1,1) process?

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30/08/2021
3.0 6 Đánh giá

A. It would be asymmetric, with a steeper curve on the left than the right

B. It would be asymmetric, with a steeper curve on the right than the left

C. It would be symmetric about zero

D. It would be discontinuous about zero

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Câu 5: Consider the testing of hypotheses concerning the cointegrating vector(s) under the Johansen approach. Which of the following statements is correct?

A. If the restriction is (are) rejected, the number of cointegrating vectors will rise

B. If the restriction(s) is (are) rejected, the number of eigenvalues will fall

C. Whether the restriction is supported by the data or not, the eigenvalues are likely to change at least slightly upon imposing the restriction(s)

D. All linear combinations of the cointegrating vectors are themselves cointegrating vectors

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Câu 6: Problem identification research is undertaken to:

A. Help identify problems that are not apparent on the surface and yet exist or may exist in the future

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D. Establish a procedure for development of a primary research plan

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