爱考云 - 搜题找答案神器_海量试题解析在线查

题目 For the last three years, we regressed monthly dollar change in gasoline prices against the monthly change in oil prices (regressor; independent). The number of observations (n) is therefore [...]

题目 If the expected variance of a regression error term depends on the value of the independent variable, then this: 选项 A.Does not violate the assumptions of the classical linear regression [...]

题目 A simple linear regression of a stock’s returns on an industry index provides the following results:Coefficient Standard Error「huixue_img/importSubject/1564169388523917312.png」Assume [...]

题目 Each of the following is a key assumption of a linear regression EXCEPT for: 选项 A.The conditional distribution of the error term, u(i), given X(i), has a mean of zero B.The variance of the [...]

题目 If a time series is reasonably approximated as white noise, then each of the following is true EXCEPT which is not true of a white noise process? 选项 A.Serial correlations are zero [...]

题目 You are asked by your boss to estimate the exposure of a hedge fund to the S&P 500. Though the fund claims to mark to market weekly, it does not do so and marks to market once a month. The [...]

题目 A portfolio has a mean value of $75 million and a daily standard deviation of $4.27 million. Assuming that the portfolio values are normally distributed, the probability of the portfolio value [...]

题目 You presented a regression model to your boss, the Chief Risk Officer (CRO). She is a certified FRM so you know that she knows statistics. She queries you on the dataset and your regression, [...]

题目 A regression of a stock's return (in percent) on an industry index's return (in percent) provides the following results:「huixue_img/importSubject/1564169388368728064.jpeg」Which of the [...]

题目 Which of the following statements is correct regarding the usefulness of an autoregressive (AR) process and an autoregressive moving average (ARMA) process when modeling seasonal data? I. They [...]