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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 passed! I did not get a chance to tell you before the exam - but your site was excellent. I will definitely take it next year for Level II.
Tamara Schultz
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.