Similar words: covariance, admittance matrix, covariant, ovarian cyst, variance, at variance, invariance, cost variance.
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31. Based on the high-frequency data, the realized volatility and realized covariance matrix was introduced systematically.
32. A unified Variance components estimation in the Gauss-Markov model with a singular covariance matrix of observations and singular design matrix is discussed in this paper.
33. Second, normals and curvatures of vertices in the optimal neighborhood are estimated by covariance matrix analysis.
34. Realized covariance matrix is a new measurement of the volatility and correlation of portfolio.
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