Why should I choose AnalystNotes?
Simply put: AnalystNotes offers the best value and the best product available to help you pass your exams.
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 was very pleased with your notes and question bank. I especially like the mock exams because it helped to pull everything together.
Martin Rockenfeldt
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.