Autocorrelations vs Partial Autocorrelations (FRM Part 1, Book 2, Quantitative Analysis)

Описание к видео Autocorrelations vs Partial Autocorrelations (FRM Part 1, Book 2, Quantitative Analysis)

In this short video from FRM Part 1, we go deeper into the concept of Partial Autocorrelations - explore what they mean, how they're different from autocorrelations and how they're estimated. This video stretches the scope of the assigned reading a bit, to clarify the concept of partial autocorrelations. in that sense, this video is optional, and purely serves as an addendum to the FRM Exam Part I online course (https://www.finRGB.com/courses/frm-pa....

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