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 ...

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 ...

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 ...

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 ...

1 Graduate Institute of Finance, National Taiwan University of Science and Technology, Taipei City. 2 Department of Finance, National Kaohsiung First University of Science and Technology, Kaohsiung ...

The existing empirical literature fails to agree on the nature of the intertemporal relation between risk and return. This paper attempts to resolve the issue by estimating a conditional two-factor ...

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 ...

In the prediction of genetic values and quantitative trait loci (QTLs) mapping via the mixed model method incorporating marker information in animal populations, it is important to model the genetic ...