CorrectionPosted 14 June 2012

page 44, 149

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

Found something?

Corrections and comments are very much appreciated. Please get in touch.