Errata for Financial Econometrics Using Stata
The errata for Financial Econometrics Using Stata are provided below. Click here for an explanation of how to read an erratum. Click here to learn how to determine the printing number of a book.
| (1) | Chapter 3, p. 93, last paragraph |
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| slightly statistically significant | not statistically significant |
| (1) | Chapter 3, p. 112, second line of first equation block |
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| \[ E(h_{t+2}|I_t) = \hat{\omega} + \hat{\alpha}(\epsilon_{t+1}^2|I_t) + \hat{\beta}(h_{t+1}|I_t) \] | \[ E(h_{t+2}|I_t) = \hat{\omega} + \hat{\alpha}E(\epsilon_{t+1}^2|I_t) + \hat{\beta}E(h_{t+1}|I_t) \] |
| (1) | Chapter 4, p. 134, first paragraph |
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| course of dimensionality | curse of dimensionality |
