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