For unequal probability sampling designs, design-based variance estimation is cumbersome because it requires second-order inclusion probabilities. For most fixed sample size probability ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

Volatility is the core measure of financial risk, but not all volatility calculations are created equal. Simple historical variance treats all past returns the same, which can make it slow to reflect ...