Alex L. Goldstein
Contact Information

About me:
I'm a first year PhD student in the Statistics Department at Wharton. I was also a Wharton undergrad and graduated with a concentration in Finance in 2006.

STAT 434:
This semester, I am the TA for STAT 434, Financial Time Series taught by Professor J. Michael Steele.
My office hours are Wednesday, 10:00 am to 12:00 pm in JMHH 431.3. You can also find me in the Stat-Lab on Fridays from 2:00-3:00 pm. If these hours present a conflict for you, please send me an email and we will find another mutually convenient time.

In HW 4, we investigated the variance of an AR(2) process using simulation. Here is one way to calculate this quantity exactly.