White Noise (Time Series Analysis) (FRM Part 1, Book 2, Quantitative Analysis)

Published: 12 July 2020
on channel: finRGB
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In this video from FRM Part 1 curriculum, we define a very important building block of any time series: white noise. We define white noise, explore it's properties and distinguish between independent white noise and normal or Gaussian white noise. This video is extracted from FRM Part 1 preparation course (https://www.finRGB.com/courses/frm-pa....


Watch video White Noise (Time Series Analysis) (FRM Part 1, Book 2, Quantitative Analysis) online without registration, duration hours minute second in high quality. This video was added by user finRGB 12 July 2020, don't forget to share it with your friends and acquaintances, it has been viewed on our site 2,958 once and liked it 58 people.