Chartered Financial Analyst Level 2
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Which of the following is required for a time series to be covariance stationary?
Which of the following is required for a time series to be covariance stationary?
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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
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