Appendices in Chapter 4 of Dowd

[brian.field]

I have reread these appendices a number of times....I think GARP purposefully places the least interesting readings at the front of the material to weed out the lesser committed!

I don't think GARP will ask any specific questions from these appendices....anyone else have any thoughts?

Best,

Brian

 

[ami44]

I ignored the part about order statistics, since that is not referenced in the learning objectives. About bootstrapping I limited my readings to the description of the general algorithm. I doubt that the formulas for estimators or standard errors will be tested.
But of course, what do I know ...

 

[brian.field]

Thanks @ami44 !!