题目 A portfolio has a mean value of $75 million and a daily standard deviation of $4.27 million. Assuming that the portfolio values are normally distributed, the probability of the portfolio value [...]
题目 You presented a regression model to your boss, the Chief Risk Officer (CRO). She is a certified FRM so you know that she knows statistics. She queries you on the dataset and your regression, [...]
题目 A regression of a stock's return (in percent) on an industry index's return (in percent) provides the following results:「huixue_img/importSubject/1564169388368728064.jpeg」Which of the [...]
题目 Which of the following statements is correct regarding the usefulness of an autoregressive (AR) process and an autoregressive moving average (ARMA) process when modeling seasonal data? I. They [...]
题目 If the correlation coefficient of a linear regression is 0.6, the percentage of variation of the dependent variable that is not explained by the independent variable is closest to: 选项 [...]
题目 Many statistical problems arise when estimating relationships using regression analysis. Some of these problems are due to the assumptions behind the regression model. Which one of the [...]
题目 Which of the following features correctly characterizes a white noise process? 选项 A.Conditional mean in the dataset. B.Minimal variance. C.No correlation between data points. D.Partial [...]
题目 An analyst is seeking to generate a simple linear regression equation that will allow him to estimate the returns of a beverage company's stock against the returns of the S&P 500. The [...]
题目 Ordinary least square refers to the process that: 选项 A.maximizes the number of independent variables. B.minimizes the number of independent variables. C.produces sample regression [...]
