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"
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