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FRM Practice Questions (PQs; for PAID customers)
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P1.T2. Quantitative Analysis
Practice questions for Quantitative Analysis: Econometrics, MCS, Volatility, Probability Distributions and VaR (Intro)
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P1.T2.702. Simple (equally weighted) historical volatility (Hull)
Nicole Seaman
Jan 30, 2017
Replies
11
Views
274
Mar 2, 2021
lushukai
P1.T2.700. Seasonality in time series analysis (Diebold)
Nicole Seaman
Jan 23, 2017
Replies
10
Views
312
Feb 28, 2021
lushukai
P1.T2.506. Covariance stationary time series (Diebold)
Nicole Seaman
Mar 11, 2015
Replies
7
Views
407
Feb 28, 2021
lushukai
P1.T2.202. Variance of sum of random variables (Stock & Watson)
David Harper CFA FRM
Nov 12, 2011
3
4
5
Replies
82
Views
2K
Feb 27, 2021
shesnaps
S
P1.T2.214. Regression lines (Stock & Watson)
Suzanne Evans
Feb 14, 2012
2
Replies
23
Views
532
Feb 23, 2021
lushukai
P1.T2.205 Sampling distributions (Stock & Watson)
Suzanne Evans
Jan 12, 2012
2
Replies
25
Views
593
Feb 22, 2021
lushukai
L1.T2.58 Random variables (Gujarati)
David Harper CFA FRM
Aug 26, 2010
Replies
3
Views
145
Feb 20, 2021
lushukai
P1.T2.315. Miller's hypothesis tests, continued
Nicole Seaman
Jul 10, 2013
2
Replies
22
Views
535
Feb 3, 2021
timpani85
T
P1.T2.300. Probability functions (Miller)
Suzanne Evans
Feb 13, 2013
4
5
6
Replies
101
Views
6K
Feb 1, 2021
David Harper CFA FRM
P1.T2.711. Covariance and correlation (Miller, Ch.3)
Nicole Seaman
Oct 23, 2017
2
Replies
26
Views
814
Jan 19, 2021
David Harper CFA FRM
Quiz-T2
P1.T2.403. Probabilities
Nicole Seaman
Aug 19, 2014
2
Replies
30
Views
884
Jan 12, 2021
David Harper CFA FRM
P1.T2.306. Calculate the mean and variance of sums of variables. (Miller)
Fran
Mar 13, 2013
2
3
Replies
47
Views
1K
Jan 11, 2021
shesnaps
S
P1.T2.502. Covariance updates with EWMA and GARCH(1,1) models (Hull)
Nicole Seaman
Feb 23, 2015
2
Replies
38
Views
2K
Jan 4, 2021
David Harper CFA FRM
L1.T2.65 Variance and conditional expectations (Gujarati)
David Harper CFA FRM
Sep 6, 2010
Replies
7
Views
196
Dec 21, 2020
David Harper CFA FRM
P1.T2.218. Theory of Ordinary Least Squares (Stock & Watson)
Suzanne Evans
Feb 23, 2012
Replies
9
Views
333
Dec 17, 2020
David Harper CFA FRM
L1.T2.71 Central limit theorem (CLT) (Gujarati)
David Harper CFA FRM
Sep 14, 2010
Replies
17
Views
240
Dec 12, 2020
rupapatel
R
P1.T2.20.18. Multiple regression
Nicole Seaman
Sep 9, 2020
Replies
6
Views
340
Dec 4, 2020
dtammerz
D
P1.T2.703. EWMA versus GARCH volatility (Hull)
Nicole Seaman
Feb 1, 2017
Replies
15
Views
330
Nov 18, 2020
David Harper CFA FRM
P1.T2.20.25 Forecasting ARMA models
Nicole Seaman
Oct 28, 2020
Replies
2
Views
84
Nov 3, 2020
David Harper CFA FRM
P1.T2.313. Miller's Hypothesis Testing
David Harper CFA FRM
Jul 3, 2013
2
Replies
25
Views
774
Nov 1, 2020
RajivBoolell
R
L1.T2.112 Rachev's properties of normal distribution (Rachov)
David Harper CFA FRM
Nov 12, 2010
Replies
11
Views
162
Oct 31, 2020
thanhtam92
T
P1.T2.220. OLS estimators in a multiple regression (Stock & Watson)
Suzanne Evans
Mar 1, 2012
Replies
6
Views
336
Oct 23, 2020
David Harper CFA FRM
P1.T2.706. Bivariate normal distribution (Hull)
Nicole Seaman
Feb 13, 2017
Replies
17
Views
548
Oct 20, 2020
David Harper CFA FRM
PQ-T2
P1.T2.323. Monte Carlo Simulation and GBM (Topic Review)
Nicole Seaman
Sep 9, 2013
2
Replies
26
Views
808
Oct 17, 2020
andresvn89
A
P1.T2.715.Chi-squared distribution, Student’s t, and F-distributions (Miller Ch.4)
Nicole Seaman
Dec 18, 2017
2
Replies
24
Views
659
Oct 17, 2020
josephguida
J
P1.T2.311. Probability Distributions III, Miller
Suzanne Evans
Jun 3, 2013
2
Replies
30
Views
1K
Sep 24, 2020
EliasFRM
E
L1.T2.64 Covariance of random variables (Gujarati)
David Harper CFA FRM
Sep 3, 2010
Replies
9
Views
144
Sep 21, 2020
David Harper CFA FRM
P1.T2.20.12. BLUE estimators, Law of large numbers (LLN), and central limit theorem (CLT)
Nicole Seaman
Jul 29, 2020
Replies
3
Views
124
Sep 12, 2020
dharashah.1089
D
L1.T2.61 Statistical dependence (Gujarati)
David Harper CFA FRM
Aug 31, 2010
Replies
9
Views
216
Aug 31, 2020
David Harper CFA FRM
L1.T2.86 OLS Regression (Gujarati)
David Harper CFA FRM
Oct 7, 2010
Replies
10
Views
187
Aug 31, 2020
David Harper CFA FRM
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