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adjusted R2 can be negative, so that was the right answer ;) so you are not stupid

Persistence is a feature embedded in the GARCH model. Tip: In the above formulas, persistence is = (b + c) or (alpha-1+ beta). Persistence refers to how quickly (or slowly) the variance reverts or “decays” toward its long-run average. High persistence equates to slow decay and slow “regression...

I thought the exam was a medium in terms of difficulty. Much more confusing questions than Schweser practice test, but overall manageable. All the questions you mention sound familiar to me so far. I was also quite lost about super specific questinos on bond specificalities, like the poison...

Hi guys, I just want some advice! I am aiming for the November FRM exam, but so far my scores are pretty disappointing, I keep getting around 50-60%, I did the GARP 2010 but without restricting time and using the formulas and managed to get 70%, today I did MOck A with no time restriction and...