The formula of Mean: In statistics, "mean" is a measure of central tendency, calculated by summing up all the values in a dataset and dividing by the number of data points. The single numerical value ...

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 ...

Variance is a statistical calculation that numerically describes the amount of variation in a data set. If values in a data set wildly fluctuate, variance would be high and predictions based on the ...

A stock's historical variance measures the difference between the stock's returns for different periods and its average return. A stock with a lower variance typically generates returns that are ...

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 ...