Daniel Jassy, CFA, is an Investopedia Academy instructor and the founder of SPYderCRusher Research. He contributes to Excel and Algorithmic Trading. David Kindness is a Certified Public Accountant ...

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 ...

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 ...

Stock's historical variance measures its return stability over time. Higher variance indicates greater return unpredictability and risk. Calculate variance using Excel to simplify the process for ...

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 ...

Engel, C., J. Frankel, Kenneth A. Froot, and T. Rodrigues. "Tests of Conditional Mean-Variance Efficiency of the U.S. Stock Market." Journal of Empirical Finance 2 (March 1995). (Revised from NBER ...