Question: Is the question true or false. Add a short explanation Topic: Quantitative Methods for Finance c. One of the reasons of the conditional heteroskedasticity in

Is the question true or false. Add a short explanation

Is the question true or false. Add a short explanation Topic: Quantitative

Topic: Quantitative Methods for Finance

c. One of the reasons of the conditional heteroskedasticity in error terms is that the regression model omits an important variable which is persistent. c. One of the reasons of the conditional heteroskedasticity in error terms is that the regression model omits an important variable which is persistent

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