datacamp-logo

Modeling choices

A GARCH model is a collection of assumptions about the process that generates the returns for which we wish to model the volatility dynamics. According to the French economist Malinvaud (1966) the art is in "trying to find the right set of assumptions which are sufficiently specific, yet realistic to enable us to make the best possible advantage of the available data."


Which of the following statements is wrong?

Answer the question
50 XP
Possible Answers
  • press
  • press
  • press
  • press