150 câu Trắc nghiệm tổng hợp Kinh tế lượng có đáp án (Phần 6)

What would typically be the shape of the news impact curve for a series that exactly followed a GARCH (1,1) process?

2/20

What would typically be the shape of the news impact curve for a series that exactly followed a GARCH (1,1) process?

It would be asymmetric, with a steeper curve on the left than the right

It would be asymmetric, with a steeper curve on the right than the left

It would be symmetric about zero

It would be discontinuous about zero

Giải thích

Chọn đáp án: C