Explain the term CGARCH as of the GARCHs family
Explain the term CGARCH as of the GARCH’s family.
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CGARCH: It is component GARCH. This models variance like the sum of two or more ‘components.’ Within a two-component model, for illustration, one component is used to capture short-term and other the long-term effects of shocks. Therefore this model has the long memory; slow decay of volatility appears in practice.
Explain the Jump-diffusion models in an option-pricing.
How is the option hedged?
What are the benefits of the (just-in-time) JIT inventory control system?
Explain different forms of market efficiency.
Remark on the following statement: "As the U.S. imports more than it exports, it is essential for the U.S. to import capital from foreign countries to finance its present account deficits."The statement presupposes that the U.S. present account
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How many forms are in Margin Hedging contained?
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In the year of 1995, a working group of French chief executive officers was set up by the French Association of Private Companies (AFEP) and Confederation of French Industry (CNPF) to study the French corporate governance structure. The group reported the prov
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