Explain the term PGARCH as of the GARCHs family
Explain the term PGARCH as of the GARCH’s family.
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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.
Financing costs included into the capital budgeting analysis process. Explain.
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 expected to Rs. 4000. New plant would increase sales volume by Rs. 40,00
Swann Systems containing forecast such income statement to upcoming year: Sales &
What is Sharpe ratio?
Presently, the spot exchange rate is $1.50/£ and the three-month forward exchange rate is $1.52/£. The interest rate of three month is equal to 8.0% per annum in the U.S. & 5.8% per annum in the U.K. One can borrow as much as $1,500,000 o
Explain technical terms in Girsanov’s Theorem.
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What is actuarial approach in Central Limit Theorem?
Explain: warrants are not often exercised unless the time to maturity is small.
Why is Crash Metrics Constructed?
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