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:

Alertness

The state of being watchful, fully awake, and ready to respond to stimuli or challenges that arise.

Brain Wave Patterns

The electrical activity in the brain, as detected by electroencephalography (EEG), which is associated with different states of consciousness.

Alpha Waves

Brainwave patterns associated with a state of wakeful relaxation and calm alertness.

Theta Waves

A type of brainwave pattern associated with sleep, deep relaxation, and certain stages of memory processing, typically in the frequency range of 4–8 Hz.