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    Exam 24: Volatility
  5. Question
    The Sum of the Squared,continuously Compounded Returns Used to Calculate
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The Sum of the Squared,continuously Compounded Returns Used to Calculate

Question 1

Question 1

Multiple Choice

The sum of the squared,continuously compounded returns used to calculate a volatility is referred to as:


A) ARCH
B) EWMA
C) GARCH
D) Realized quadratic variation

Correct Answer:

verifed

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