Printer Friendly
Dictionary, Encyclopedia and Thesaurus - The Free Dictionary
3,904,045,524 visitors served.
forum Join the Word of the Day Mailing List For webmasters
?
Dictionary/
thesaurus
Medical
dictionary
Legal
dictionary
Financial
dictionary
Acronyms
 
Idioms
Encyclopedia
Wikipedia
encyclopedia
?

covariance
(redirected from Co-variance)

   Also found in: Dictionary/thesaurus, Medical, Financial, Wikipedia 0.01 sec.
covariance [kō′ver·ē·əns]
(statistics)
A measurement of the tendency of two random variables,XandY, to vary together, given by the expected value of the variable (X-X[OB])(Y-Y[OB]), whereX[OB] andY[OB] are the expected values of the variablesXandYrespectively.


Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content.
?Page tools
Printer friendly
Cite / link
Feedback
Mentioned in?  References in periodicals archive?   Encyclopedia browser?   Full browser?
No references found
 
Rothschild, 1990, Asset Pricing with a Factor ARCH Co-variance Structure: Empirical Estimates or Treasury Bills, Journal of Econometrics, 45, 213-238.
Harvey, "The World Price of Co-variance Risk," Journal of Finance 46 (1991), pp.
 
 
 
Encyclopedia
?

Terms of Use | Privacy policy | Feedback | Advertise with Us | Copyright © 2012 Farlex, Inc.
Disclaimer
All content on this website, including dictionary, thesaurus, literature, geography, and other reference data is for informational purposes only. This information should not be considered complete, up to date, and is not intended to be used in place of a visit, consultation, or advice of a legal, medical, or any other professional.