Search results

Am extremely grateful for David and team's effort. I used solely BT and passed part 1 with all 1st q. Thank you so much guys and keep up the good work!

Hi Jayanthi, good point. thanks again for your reply.

Hi Jayanthi, first off, Thanks so much for your reply. your answer seems to be what Diebold was implying as he kind of grouped the 3 graphs into one paragraph but never explicitly state they are Covariance stationary. my followup question though, would be say for figure 4 (an autocorrelation...

Hi, On page 14 of Diebold's readings, 4 graphs were given (Figure 2 - Figure 5), I'd like to confirm which of the those graphs represents Covariance stationary? from Diebold's definition, autocorrelation function should (1) decay with the increase in displacement (2) approach 0 with larger...

Hi ShaktiRathore, thanks for your help. I forgot that ln (S) = returns. Now this is clear to me.

Hi, I would like to know if I've interpreted Lognormal distributions readings correctly so was wondering if you could confirm whether i'm right or wrong here? 1) if Log asset returns are normal then (non-log) asset prices are lognormal 2) if (non-log) asset returns are normal then the log of...