June 2018 Newsletter
Posted: Tue Nov 20, 2018 12:16 pm
June 2018 Newsletter
Contents
Contents
- Update to 2nd edition of the ARCH/GARCH Volatility course
- "Diagnostics in Large Data Sets", describes the difficulty in getting a model to pass diagnostics in large (>1000 entry) data sets.
- "Toda-Yamamoto Causality Test: A Cautionary Tale", looks at the (theoretically incorrect though widely used) alternative to Granger causality tests