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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 using your study notes and I know of at least 5 other friends of mine who used it and passed the exam last Dec. Keep up your great work!
Barnes
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.