Hello,
I noticed in the exercises material for part 1 that David reported the his view on the key ideas for the exam:
Key Ideas According to David
Before 2020, these questions were covered by Hull, Options, Futures & Other Derivatives.
Although GARP has separated the chapters into different...
Hi everyone,
On page 167 of Quantitative Analysis the variance of an AR(p) is definitely wrong. On youtube other formulas are provided as well. The formula on p.167 misses squared terms and the covariances between the lags. As a result the solution used for 10.9 which is an AR(2) on page 186...
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