ARCH and GARCH Models Are Estimated Using the

question 18

Multiple Choice

ARCH and GARCH models are estimated using the

• A)OLS estimation method.
• B)the method of maximum likelihood.
• C)DOLS estimation method.
• D)VAR specification.

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Definitions:

Uniform Commercial Code

A comprehensive set of laws governing commercial transactions in the United States, intended to standardize regulations across the states to facilitate easier interstate commerce.

Model Code

A systematically arranged collection or compendium of guidelines, rules, or regulations that is designed to serve as a template or reference for legal reform or drafting.

Commercial Transactions

Business dealings or the exchange of goods, services, or financial assets between parties in the marketplace.

Adaptive System

A system that is capable of adjusting its behavior or structure based on changes in its environment or internal state.