Table 2.2 Financial risk forecasting errata

Table 2.2

May 19, 2014

My Fm320 student, Chetan Varsani, noted that it might be better to reverse the first line of the table, i.e. ARCH(1) and ARCH(4)

Listings 8.9 to 8.12
few issues

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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