What Are the Names of the Following Models

question 15

Multiple Choice

What are the names of the following models?
(I) (II) (III) (IV)

• A) GARCH (1), ARCH (1,1), GARCH(q) and ARCH(p,q), respectively
• B) ARCH(1), GARCH(1,1), ARCH(q) and GARCH(p,q), respectively
• C) ARCH(1), EGARCH(1,1), ARCH(q) and EGARCH(p,q), respectively
• D) EGARCH (1), ARCH(1,1), EGARCH (q) and ARCH(p,q), respectively

---

Definitions:

U.S. Monetary Policy

The process by which the Federal Reserve controls the supply of money in the U.S. economy to achieve stable prices, maximum employment, and moderate long-term interest rates.

U.S. Department of the Treasury

The federal department responsible for managing government revenue, producing currency, and implementing fiscal policies.

Pie Charts

Graphical representations used to illustrate the proportions of different components within a total.

Time-Series Graphs

Charts that display data points at successive intervals of time, showing trends or patterns over a period.