Generalized Auto Regressive Conditional Heteroscedasticity
What is Generalized Auto Regressive Conditional Heteroscedasticity?
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GARCH is one member of a huge family of econometric models utilized to model time-varying variance. They are popular into quantitative finance since they can be used for forecasting and measuring volatility.
Why is Vomma/Volga measures convexity?
Explain the term Decision features in finite-difference methods.
Explain an example of Brownian motion effects.
What is the Kelly Criterion?
Why is Crash Metrics very robust?
Who proposed the concept of market efficiency?
Who described the criteria which make a risk measure coherent?
What is the reason that financial managers calculate the marginal tax rate?
What is Information Ratio?
What is Put–Call Parity?
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