Moving Standard Deviation - How is Moving Standard Deviation abbreviated?
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References in periodicals archive
In this regard we applied unit root tests on the volatility of different variables that are calculated by 4-quarter moving standard deviation, 8-quarter moving standard deviation and by ARCH-GARCH process.
Volatility of finance and insurance obtained through moving standard deviation has significant impact on the volatility of output when regressed separately while indicate negative but insignificant impact on the volatility of output when combined with other variables in regression.
The behaviour of the variances of each sector is illustrated by their 11-quarter centred moving standard deviations shown in Figure 5.
Each sector's moving standard deviations weighted by their share in GDP is plotted in Figure 6.
Dependent Variables: Five-year moving standard deviation
and five-year moving average of absolute change in the inflation rate for 117 countries from 1960 to 1981.