标题: SS6 LOS 23c Forecasting tools... [打印本页] 作者: yuoska 时间: 2011-7-11 15:22 标题: SS6 LOS 23c Forecasting tools...
LOS 23c Demonstrate the application of formal tools for setting capital market expectations, including statistical tools...yadah yadah
Schweser notes that multi-factor models and time series analysis are no longer in L3 curriculum, and states that you will not be asked qns about them. But also then go onto say that you should learn it. Mmmmm....very helpful.
Long winded way of asking...are you guys studying the statistical methods i.e. shrinkage estimators, time series estimators, multi factor models.
Im betting yes, but hoping you will say no!作者: pennyless 时间: 2011-7-11 15:22
A Q more than a year ago.
Do we need to know volatility clustering, and know how to calculate variance/covariance for multifactor model?作者: Roflnadal 时间: 2011-7-11 15:22
actually, you should learn it as the multifactor model is actually very useful. especially if you are gonna be a quant.
CY
Edited 1 time(s). Last edit at Tuesday, April 5, 2011 at 01:48PM by rivercharlesy.
