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thx David~~~ that means when we are talking the whole model, we are referring to binomial distribution. But, if we are talking about each variable inside that model, the case will be independent Bernoullis? thx again

thx again~~

thx again ShaktiRathore regarding Q4, I may not be clear. What I would like to know is how the mean reversion is compounded? say daily, weekly or yearly? Thanks

hi all can anyone help me to distinguish the 2 types of prob. distribution? Thx a lot

Hi all Grateful if you could help the below concepts again. 1. In the variance-variance matrix, there is a concept of positive semi-definitive which the Factor model qualifies, what is the concept about? quite confused with the transpose of vector/ vector mentioned in the book 2. the GARCH...

many thanks for your help BTW, my typo in question 1 -> 1. translation invariance P(c+R) = P(R) - c , why is it "minus" and what does the term P(c + R) mean?

thx ami44~~

hi all Grateful if you could help n explaining the below . 1. assume annually compounded, can I say spot rate = (1/d(t))^t - 1 ? 2. what are the difference between standard error of forecast and standard error of regression? 3. what are the difference between adjusted R2 and correlation of...

hi all Grateful if there can be concise explanation on the below concepts. 1. translation invariance P(c+R) = P(R) - c , why is it "mins" and what does the term P(c + R) mean? 2. In the chapter of " The Greeks" , it mentions a stop-loss strategy which is to buy the asset when it is above...

thx all for answering. So, better spend some time to digest those new concepts. grateful if anyone can help on the questions. thanks. 1. what does the term rational distributed lags mean? 2. what does the term infinitlely distributed lags mean? 3. how does the formula B(L) = R(L)/S(L) come...

Hi all There is a part on p.24 of Ch.7 Characterizing cycles which relates rational distributed lags to the Theorem. It means that we should use the rational distributed lags to approximate the Wold's representation of infinitely distributed lag models. - would like to know: 1. what does the...

Hi I am not so clear on this part. Should I summarized as below? - for unconditional function - when displacement is not zero, autocovariance = zero - when displacement is not zero, autocorrleation/partial autocorrelation = zero - when displacement is zero, autocorrleation/partial...

:)

that makes clear to me~~ thx a lot~

oic~~thx again:) that means given the assumption of linear regression and linearity, ols are BLUE and most efficient~~ many thx

Can anyone explain what the theorem is about? many thx

Hi, Noticed that df = n -1 for calculation of t-stat but df = n - 2 for regression coefficient t-test? or did I mix them up? thx a lot~

thx a lot~~

Hi, I have a question regarding the difference between the 2 calculations of forward rate 1. FWD rate = (R2 T2 - R1 T 1 ) / (T2 - T1) 2. FWD rate = R2 + [(R2 - R1 ) * (T1) / (T2 - T1) ] kindly help and when should we should them respectively. Thanks~