Explain the term NGARCH as of the GARCH’s family.
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NGARCH
vn = (1 - α - β)w0 + βvn-1 + α(Rn-1 - γ√(vn-1))2.
This is same to GARCH (1,1) other than the parameter γ permits correlation among the stock and volatility processes.
Explain parallel loan ?A parallel loan involves four parties. One MNC borrows & re-lends to another's subsidiary and vice versa.
Illustrates example of Brownian motion?
Why do you think the empirical studies regarding factors affecting equity returns mainly showed which domestic factors were more significant than international factors, and, secondly, that industrial membership of firm was of little importance in forecasting t
Who illustrated short-term interest rate through a stochastic differential equation?
Do option traders use the Black–Scholes formula?
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What is implied volatility? Answer: Implied volatility is number into the Black–Scholes formula which makes a theoretical price equal a market price.
In integrated world financial market, a financial crisis in a country can be quickly transmitted to other countries, causing global crisis. What sort of measures would you suggest to stop the recurrence of Asia-type crisis? Q : Determine level of sales to achieve- Hebner Housing Corporation consist of forecast the given numbers for the upcoming year as follows: • Net income = 180,000. • Sales = $1,000,000. &b
Hebner Housing Corporation consist of forecast the given numbers for the upcoming year as follows: • Net income = 180,000. • Sales = $1,000,000. &b
Explain the different types of arbitrage.
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