Predicting the Conditional Variance The GARCH process can be written where and n = max(p,q). ... The second term in the preceding equation can be interpreted as the noise from using the homoscedastic ...

The variance for the linked QTLs conditional on flanking marker information was modeled. ... Elimination of quantitative trait loci equations in an animal model incorporating genetic marker data.

Conditional variance swaps are claims on realised variance that is accumulated when the underlying asset price stays within a certain range. Being highly sensitive to movements in both asset price and ...

Robert F. Engle, Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation, Econometrica, Vol. 50, No. 4 (Jul., 1982), pp. 987-1007 Free online reading ...

The conditional variance function in a heteroscedastic, nonparametric regression model is estimated by linear smoothing of squared residuals. Attention is focused on local polynomial smoothers. Both ...

An improved weighted least square (LS) method for quantitative trait loci (QTL) mapping using the estimating equation (EE) algorithm was developed recently. The method is more efficient than both ...