Sentence examples for market variance from inspiring English sources

As such, it is a plausible model of market variance.

There are mainly four factors that influence product architecture, including the market variance, usage variance, technology change and design method [31].

Set against that background, we assess the dynamics in realized betas, vis-à-vis the dynamics in the underlying realized market variance and individual equity covariances with the market.

The GFC affected the market for variance and volatility swaps and we describe how the GFC has affected the market for volatility trading.

Fig. 3 Second stage traded number of market lots variance returns.

Austria explains 19% (for Britain, Spain, and Switzerland), 9% (for Denmark and Greece), 15% for Ireland, 22% for Norway, and 11% for Sweden, of the foreign market error variance.

Elsewhere in the region, markets were at variance.

As presented in Serra et al. (2011), in the BEKK model, conditional variance of market i (h iit − 1) may be affected by market j, directly by the lagged variance of market j (h jjt − 1), indirectly by the conditional covariance between j and i (h ijt − 1) and by market shocks in market j (u jt − 1).

"It's very much at variance with market expectations.

Such prices capture market estimates of future variance in the price of the underlying bonds, and are thus a good estimate of volatility.

The coefficient in the linear relation is the asset's beta or the ratio of the conditional covariance with the market to the conditional variance of the market.