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Basic Question 1 of 8

Heteroskedasticity is the ______ of the error term variance ______ the ______ variable.

A. independence; from; independent
B. dependence; on; independent
C. dependence; on; dependent
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User Contributed Comments 1

User Comment
Smiley225 Conditional Heteroskedasticity.
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I used your notes and passed ... highly recommended!
Lauren

Lauren

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.