Question: a . What is the simple variance model? What are the limitations of the simple variance model? b . What is the RiskMetrics model? What

a. What is the simple variance model? What are the limitations of the simple variance
model?
b. What is the RiskMetrics model? What is the parameter in this model? What are the
advantages and limitations of the RiskMetrics Model?
c. What is the GARCH (1,1) model? What are the parameters in this model? What is the
constraint for the parameters? What are the advantages and limitations of the
GARCH(1,1) model?
a. What is the simple variance model? What are the limitations

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