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Basic Question 1 of 8
Heteroskedasticity is the ______ of the error term variance ______ the ______ variable.
B. dependence; on; independent
C. dependence; on; dependent
A. independence; from; independent
B. dependence; on; independent
C. dependence; on; dependent
User Contributed Comments 1
| User | Comment |
|---|---|
| Smiley225 | Conditional Heteroskedasticity. |
I am happy to say that I passed! Your study notes certainly helped prepare me for what was the most difficult exam I had ever taken.
Andrea Schildbach
Learning Outcome Statements
explain autoregressive conditional heteroskedasticity (ARCH) and describe how ARCH models can be applied to predict the variance of a time series;
CFA® 2025 Level II Curriculum, Volume 1, Module 5.