Section 8.3.2 Financial risk forecasting errata

Section 8.3.2

May 6, 2013

Gian Giacomo pointed our that the likelihoods in the independence discussion are mislabeled, so restricted is unrestricted, and vice versa.

Figure 8.1
Listings 8.9 to 8.12

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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