Var(WE+1) and not Var(WT+1) on page 144 Financial risk forecasting errata

Var(WE+1) and not Var(WT+1) on page 144

June 5, 2012

My class teacher Marcela Valenzuela and Ehsan Ramezanifar, University of Tehran, both spotted a typo in the middle of page 144, where the subscript T should be E.

example 4.3
standard deviation not variance on page 44
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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