Wrong word order on page 44 Financial risk forecasting errata

Wrong word order on page 44

October 26, 2011

My FM320 student Daniel Payne pointed out that the words restricted and unrestricted are reversed on the bottom of page 44. It should read: "The unrestricted log-likelihood minus the restricted log-likelihood"

3rd equation from the bottom on page 38
vol and mean numbers page 104

Financial Risk Forecasting
Market risk forecasting with R, Julia, Python and Matlab. Code, lecture slides, implementation notes, seminar assignments and questions.
© All rights reserved, Jon Danielsson,