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题目
BU.230.730.53.SP25 Final Exam- Requires Respondus LockDown Browser
单项选择题
HAR is a volatility model.
选项
A.True
B.False
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标准答案
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思路分析
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登录即可查看完整答案
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类似问题
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
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为了让更多留学生在备考与学习季更轻松,我们决定将Gold 会员限时免费开放至2025年12月31日!