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Question
Suppose that in a GARCH(1,1) model, ω = 0.000003 (or 3*10 -6 ), α = 0.015, β = 0.97.
(a) What is the long-run average daily variance? What is the long-run average monthly volatility? Assume that there are 21 trading days in a month.
(b) If the current daily volatility is 0.5% per day, what is your estimate of the annualized volatility in 10, 30, and 50 days? Is your estimate increasing or decreasing in number of days? Briefly explain why it is increasing or decreasing.
what are main elements in calculating the cost of capital? how does an increase in debt affect it? how do you identify
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pierce furnishings generated 2.0 million in sales during 2002and its year-end total assets were 1.5 million. also at
When Hillary purchased her house 12 years ago, she took out a 30-year mortgage for $220,000. Compute Hillary's monthly mortgage payments
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July 5 Purchases 20 laptop computers on account from Red River Supplies for $1,500 each, terms 3/10, n/30.
What is the present value of a $3,400 deposit in year 5 and another $3,900 deposit at the end of year 9 if interest rates are 10 percent?
The average market price of Simpson's shares during the year was $50. The common stock equivalents added to the company's weighted average shares outstanding used for basic earnings per share was computed using the treasury stock method. How many add..
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Please describe the difference between the substance and form of financial statements. Give an example of each
Labor's membership stagnation in the last half-century can be explained by several formidable obstacles.
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