Figure 8.1 Financial risk forecasting errata

Figure 8.1

April 20, 2013

My FM320 student Chi Li spotted yet another problem in the cursed Figure 8.1, where MW should be MA.

More on ES for the normal
Section 8.3.2
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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