CorrectionPosted 22 October 2011

3rd equation from the bottom on page 38

My FM320 student Ken Starling pointed out a missing + in the 3rd equation from the bottom on page 38, it should be $$\sigma^2= E(\omega+\alpha Y_{t-1}^2 +\beta \sigma_{t-1}^2) =\omega+\alpha \sigma^2 +\beta \sigma^2. $$

Found something?

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