About•Privacy Policy•contact@leetquiz.com

© 2026 LeetQuiz All rights reserved.

Q-80. What is the correct formula for the Exponentially Weighted Moving Average (EWMA) approach to variance estimation? | Financial Risk Manager Part 1 Quiz - LeetQuiz

Financial Risk Manager Part 1

Financial Risk Manager Part 1

Get started today

Ultimate access to all questions.

Comments

Loading comments...

Q-80. What is the correct formula for the Exponentially Weighted Moving Average (EWMA) approach to variance estimation?

Exam-Like

A

σₙ² = λrₙ₋₁² + (1 - λ)σₙ₋₁²

B

σₙ² = (1 - λ)rₙ₋₁² + λσₙ₋₁²

C

σₙ² = λrₙ² + (1 - λ)σₙ₋₁²

D

σₙ² = (1 - λ)rₙ² + λσₙ₋₁²

Powered ByGPT-5.2