« September 2010 | Main | November 2010 »

October 18, 2010

GARCH notes typo

I discovered a typo in the notes on GARCH from last week. In the expression for the unconditional variance, the γ should be γ2. The difference should not affect your homework results too much; but if you have time to re-do it with a more correct expression for ω, please do so.

October 17, 2010

fall assignment

The fall assignment is now available. It is due at the beginning of the session on October 27.