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Nixtla · Dec 13, 2023 · bec4d1e · bec4d1e
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diff --git a/nbs/docs/models/ARCH.ipynb b/nbs/docs/models/ARCH.ipynb
@@ -673,7 +673,7 @@
    "source": [
     "### Return Series\n",
     "\n",
-    "Since the 1970s, the financial industry has been very prosperous with advancement of computer and Internet technology. Trade of financial products (including various derivatives) generates a huge amount of data which form financial time series. For finance, the return on a financial product is most interesting, and so our attention focuses on the return series. If {Pt } is the closing price at time t for a certain financial product, then the return on this product is\n",
+    "Since the 1970s, the financial industry has been very prosperous with advancement of computer and Internet technology. Trade of financial products (including various derivatives) generates a huge amount of data which form financial time series. For finance, the return on a financial product is most interesting, and so our attention focuses on the return series. If \\{Pt } is the closing price at time t for a certain financial product, then the return on this product is\n",
     "\n",
     "$$X_t = \\frac{(P_t − P_{t−1})}{P_{t−1}} ≈ log(P_t ) − log(P_{t−1}).$$\n",
     "\n",
@@ -12906,7 +12906,7 @@
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diff --git a/nbs/src/core/models.ipynb b/nbs/src/core/models.ipynb
@@ -10428,7 +10428,7 @@
     "    \n",
     "    $$\\sigma_t^2 = w + \\sum_{i=1}^p a_i y_{t-i}^2 + \\sum_{j=1}^q b_j \\sigma_{t-j}^2$$. \n",
     "    \n",
-    "    Here {$v_t$} is a sequence of iid random variables with zero mean and unit variance. \n",
+    "    Here \\{$v_t$} is a sequence of iid random variables with zero mean and unit variance. \n",
     "    The coefficients $w$, $a_i$, $i=1,...,p$, and $b_j$, $j=1,...,q$ must satisfy the following conditions: \n",
     "    \n",
     "    1. $w > 0$ and $a_i, b_j \\geq 0$ for all $i$ and $j$. \n",