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: 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 2: 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 3: 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 4: The interval scale possesses all of the below properties, except:

A. Order

B. Distance

C. Origin

D. All of the above

Câu 5: The process of marketing involves all of the following EXCEPT:

A. Product

B. Production

C. Pricing

D. Distribution

Câu 6: 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