Investopedia

What Is Variance in Statistics? Definition, Formula, and Example

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
JSTOR Daily

Formulae for the Expected Values of the Sampled Variance and Covariances from Series Generated by General Autoregressive Integrated Moving Average Processes of Order (p, d, q)

We provide formulae for the expected variances and autocovariances, given a time series realisation from any stationary or once integrated stationary mixed autoregressive moving average process, and ...
Investopedia

Understanding Portfolio Variance: Key Concepts and Calculation Formula

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
JSTOR Daily

On the Estimation of the Correlation Coefficient from Grouped Data

This article proposes two estimators of the correlation coefficient, ρ, when statisticians will not construct a master file on individuals because of confidentiality issues. The approach depends on ...