Acronyms

List(s) of abbreviations or symbols

ABC Spelled-out abbreviation and definition
ARCH Autoregressive conditional heteroskedasticity
cdf Cumulative distribution function
CER Constant expected return
GARCH Generalized autoregressive conditional heteroskedasticity
pd Positive definite
pdf Probability distribution function
psd Positive semi-definite
SI Single index
VaR Value-at-risk