Simple and multiple linear regressions, diagnostics (addressing issues like multicollinearity and heteroskedasticity), and predictive performance.
As you begin with the first reading ( Fundamentals of Probability ), prioritize these high-yield concepts that GARP frequently tests: Page 1 FRM PART I BOOK 2: QUANTITATIVE ANALysis...
Stationary and non-stationary series (AR, MA, ARMA models) and simulation techniques like Monte Carlo and bootstrapping. Simple and multiple linear regressions
A "hot topic" for examiners, used to update prior probabilities as new information becomes available. the Central Limit Theorem (CLT)
Sample moments, the Central Limit Theorem (CLT), and hypothesis testing (z-tests and t-tests).
