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