Still overwhelmed by exam stress? You've come to the right place!

We know exam season has you totally swamped. To support your studies, access Gold Membership for FREE until December 31, 2025! Normally £29.99/month. Just Log In to activate – no strings attached.

Let us help you ace your exams efficiently!

Questions
Questions

BU.230.730.53.SP25 Final Exam- Requires Respondus LockDown Browser

Single choice

HAR is a volatility model.

Options
A.True
B.False
View Explanation

View Explanation

Standard Answer
Please login to view
Approach Analysis
The statement being evaluated is: HAR is a volatility model. Option 1: True. The HAR (Heterogeneous Autoregressive) model is specifically designed to model and forecast realized volatility by incorporating compo......Login to view full explanation

Log in for full answers

We've collected over 50,000 authentic exam questions and detailed explanations from around the globe. Log in now and get instant access to the answers!

Similar Questions

HAR models the predictive relationship between next day's realized variance and current realized variance. The model equation is:

Suppose after you just joined a risk management team, the boss says: Welcome, I have been doing this for twenty years. Here are the volatilities and VaRs I calculated every day. Take a look and see if you can find any problem and make some improvement of the model. Q: if you found a predictor (or called indicator) that predicts the next day's volatility, You say: that is not supposed to happen, there is something wrong with the volatility model. Boss will say

HAR is a volatility model.

Suppose after you just joined a risk management team, the boss says: Welcome, I have been doing this for twenty years. Here are the volatilities and VaRs I calculated every day. Take a look and see if you can find any problem and make some improvement of the model. Q: if you found a predictor (or called indicator) that predicts the next day's volatility, You say: that is not supposed to happen, there is something wrong with the volatility model. Boss will say

More Practical Tools for International Students

To make preparation and study season easier for more international students, we've decided to open up Gold Membership for a limited-time free trial until December 31, 2025!