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 ...

The aim is to build classifiers that are robust against specific interventions. These domain-shift interventions are defined in a causal graph, extending the framework of Gong et al (2016). In ...

This is a preview. Log in through your library . Abstract This paper tests for the presence of output mean and variance nonlinearities in international industrial production and UK and US sectoral ...

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 optimal-diversification model of investors' portfolio behavior can give a linear relationship between the exchange risk premium and the conditional exchange rate variance. This note surveys recent ...

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 ...

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 ...