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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.

Posted by John Dodson on October 18, 2010 6:53 PM |

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