Conditional variance swaps are similar to standard variance swaps but variance exposure is limited to a predefined range of underlying levels. Conditional variance swaps are similar to standard ...
dc.description.abstract To understand the role of family background in intergenerational mobility, a large literature has focused on the conditional mean of children's economic outcomes given parent's ...
To understand the role of family background in intergenerational mobility, a large literature has focused on the conditional mean of children's economic outcomes given parent's economic status, while ...
The conditional variance, skewness, and kurtosis play a central role in time series analysis. These three conditional moments (CMs) are often studied by some parametric models but with two big issues: ...
Abstract: A radar detection scheme based on a GARCH clutter model has been proposed recently. This adaptive detector depends on the conditional variance of the GARCH ...
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