scholarly journals Applications of Anova Type Decompositions for Comparisons of Conditional Variance Statistics Including Jackknife Estimates

1982 ◽  
Vol 10 (2) ◽  
pp. 485-501 ◽  
Author(s):  
Samuel Karlin ◽  
Yosef Rinott
Keyword(s):  
Conditional Variance ◽  
Jackknife Estimates

scholarly journals Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence

2006 ◽  
Author(s):  
Peter Christoffersen ◽  
Francis X. Diebold ◽  
Roberto S. Mariano ◽  
Anthony S. Tay ◽  
Yiu Kuen Tse
Keyword(s):  
Conditional Variance ◽  
International Evidence ◽  
Skewness And Kurtosis

scholarly journals Daily Bundesbank and Federal Reserve Intervention and the Conditional Variance Tale in DM

1992 ◽  
Vol 1992 (438) ◽  
pp. 1-31
Author(s):  
Geert J. Almekinders ◽  
◽  
Sylvester C. W. Eijffinger
Keyword(s):  
Federal Reserve ◽  
Conditional Variance
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