Residual standard deviation is a term used in statistics. It describes the difference in standard deviations of observed values vs. predicted values as shown by points in a regression analysis.

Z-score is measured in terms of standard deviations from the mean. In investing and trading, Z-scores are measures of an instrument's variability and can be used by traders to help determine ...

Deviations from put-call parity contain information about future stock returns. Using the difference in implied volatility between pairs of call and put options to measure these deviations, we find ...

We document a triangular relationship in that a stronger dollar goes hand in hand with larger deviations from covered interest parity (CIP) and contractions of cross-border bank lending in dollars. We ...

For about three decades until the Global Financial Crisis (GFC), Covered Interest Parity (CIP) appeared to hold quite closely—even as a broad macroeconomic relationship applying to daily or weekly ...