hi David, i was looking at the diagram in the Hull notes page 76, if "k > r is the same as r < k" we have normal backwardation, "k < r is the same as r > k" should be normal contango.. i think there is an error somewhere....
hi David, in the notes for modelling and forecasting (Diebolds), you stated that;"it is clear that the model with least MSE also depict least sum of squared residuals owing to the fact that the division by T does not
have significant impact on the sorting of models done on the basis of their...
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