A Model with the Following Conditional Variance Function Is What $\alpha$

question 10

Multiple Choice

A model with the following conditional variance function is what type of model? h_t= $\alpha$ ₀ + $\alpha$ ₁ e²_t-1 + $\alpha$ ₂ e²_t-2 + + $\alpha$ ₃ e²_t-3

• A)ARCH(3)
• B)ARDL(2)
• C)ARDL(3)
• D)VAR

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ICNP

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