page 44, 149 Financial risk forecasting errata

page 44, 149

June 14, 2012

My FM320 student Alexander Stampfer found a number of small typos

The last paragraph ion page 44 “ The restricted log-likelihood minus the unrestricted log-likelihood” which should be reversed.

Page 149. There is a bracket missing in the Matlab code in the very last line of the page for EWMA

4 and 20 on page 96
page 90

Financial Risk Forecasting
Market risk forecasting with R, Julia, Python and Matlab. Code, lecture slides, implementation notes, seminar assignments and questions.
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