Câu hỏi: Which of the following would represent the most appropriate definition for implied volatility?

A. It is the volatility of the underlying asset’s returns implied from the price of a traded option and an option pricing model

B. It is the volatility of the underlying asset’s returns implied from a statistical model such as GARCH

C. It is the volatility of an option price implied from a statistical model such as GARCH

D. It is the volatility of an option price implied from the underlying asset volatility

Câu 1: Cho mô hình hồi quy:

A. Mô hình chỉ có đa cộng tuyến với mẫu nhỏ

B. Mô hình có đa cộng tuyến

C. Mô hình không có đa cộng tuyến với mẫu lớn

D. Mô hình không có đa cộng tuyến

Câu 2: The process of marketing involves all of the following EXCEPT:

A. Product

B. Production

C. Pricing

D. Distribution

Câu 3: Which among the following is not a noncomparative scaling technique?

A. Likert

B. Stapel

C. Semantic differential

D. Rank order

Câu 4: Which among the following is not comparative scaling technique?

A. Rank order

B. Constant sum scale

C. Q-sort

D. Stapel scale

Câu 5: Trong hồi quy 3 biến, hàm hồi quy không phù hợp với trường hợp nào trong các trường hợp sau?

A. β1= β2=0

B. β2=0 hoặc β3=0

C. β2= β3=0

D. β1= β3=0

Câu 6: Suppose that a researcher wanted to obtain an estimate of realised (“actual”) volatility. Which one of the following is likely to be the most accurate measure of volatility of stock returns for a particular day?

A. The price range (high minus low) on that day

B. The squared return on that day

C. The sum of the squares of hourly returns on that day

D. The squared return on the previous day