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Errors Found in Study Materials P2.T5. Market Risk (OLD thread)
@Nicole Manley @David Harper CFA FRM I have re-read the notes and found out that the calculation in the Study Note page 42 is correct but what misled me was the inconsistency in the definition of concordant and discordant pairs vs neither concordant nor discordant pairs. So I believe the...- rxbx
- Post #8
- Forum: P2.T5. Market Risk (25%)
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Errors Found in Study Materials P2.T5. Market Risk (OLD thread)
Hi @David Harper CFA FRM and @Nicole Manley. There are inconsistencies in the Meissner study notes regarding Kendall's tau (page 42). I believe the definition of a pair being being neither concordant nor discordant is incorrect: it should be "xt = yt or xt*=yt*" Thus the calculation in the...- rxbx
- Post #6
- Forum: P2.T5. Market Risk (25%)