Question
5. True or False (Briefly justify all your answers.) a. Returns are ergodic when the distribution of returns does not change with time. b. Combining
5. True or False (Briefly justify all your answers.)
a. Returns are ergodic when the distribution of returns does not change with time.
b. Combining forecasts increases the variance of the forecast error.
c. A Random Walk model without a drift has a constant mean.
d. The ARCH model is used to model time-varying kurtosis.
e. Realized Variance is used as a proxy for the variance of returns.
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Foundations In Personal Finance
Authors: Dave Ramsey
1st Edition
0981683967, 978-0981683966
