The exponentially weighted average can be interpreted as the expected value of a time series made up of two kinds of random components: one lasting a single time period (transitory) and the other ...

This article addresses the problem of choosing weights for iterative weighted least squares estimation in heteroscedastic linear models. An asymptotically optimal method for determining weights at ...

VWAP is an indicator derived from price and volume that represents the average price of a security. It is used by traders to assess current values and price trends.