Explain the term PGARCH as of the GARCHs family
Explain the term PGARCH as of the GARCH’s family.
Expert
PGARCH: It is power GARCH. In this model the variance is raised to a power but zero (logarithm), one (AGARCH) or two. Such model can have the long memory; slow decay of volatility appears in practice.
How many terms are in Black–Scholes equation contained?
Explain the requirement interest-rate model.
When the quantitative finance is disrepute?
What is a Coherent Risk Measure?
Explain exotic or over-the-counter (OTC) contracts.
From books of Aggarwal Bors, following information has been extracted: Rs. Sales 2,40,000 Variable costs 1,44,000 Fixed costs 26,000 Profit before tax 70,000 Rate of tax 40% Firm is proposing to buy the new plant that could generate extra annual profit of Rs. 10,000. The fixed cost of new plant is e
How are normal distributions with mean and standard deviation in a given period shown?
Tabulate the advantages of the flexible exchange rate regime. The advantages of the flexible exchange rate system comprise: (I) automatic attainment of balance of payments equilibrium and (ii) maintenance of national policy autonomy.
What is bird in the hand theory of cash dividends?
What are the primary variables being balanced in the EOQ inventory model?
18,76,764
1959741 Asked
3,689
Active Tutors
1431081
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!