page 44, 149
June 14, 2012
My FM320 student Alexander Stampfer found a number of small typos
The last paragraph ion page 44 “ The restricted log-likelihood minus the unrestricted log-likelihood” which should be reversed.
Page 149. There is a bracket missing in the Matlab code in the very last line of the page for EWMA
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, 2025