Chartered Financial Analyst Level 2
Get started today
Ultimate access to all questions.
Comments
Loading comments...
Ultimate access to all questions.
Which of the following is required for a time series to be covariance stationary?
A
Only the variance of the time series must be constant and finite in all periods
B
Only the expected value of the time series must be constant and finite in all periods
C
Both the variance and the expected value of the time series must be constant and finite in all periods