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: 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

Câu 2: The interval scale possesses all of the below properties, except:

A. Order

B. Distance

C. Origin

D. All of the above

Câu 3: What would typically be the shape of the news impact curve for a series that exactly followed a GARCH (1,1) process?

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

Câu 4: 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

B. Develop clear, concise marketing segments

C. Help solve specific research problems

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

Câu 5: Căn cứ vào một mẫu điều tra của một tổng thể, trong các câu sau, câu nào đúng?

A. Tìm được các ước lượng của các hệ số hồi quy của hàm hồi quy tổng thể

B. Ta tìm được các hệ số hồi quy của hàm hồi quy tổng thể

C. Có thể thay các hệ số hồi quy của hàm hồi quy tổng thể bằng các số

D. Không tìm được các ước lượng của các hệ số hồi quy của hàm hồi quy tổng thể

Câu 6: Executive summary should involve all of the following, except:

A. Why and how the research was carried out

B. What was done to manage fieldworkers

C. What was found

D. What can be interpreted and acted upon by the manager