This paper presents a single factor heteroscedastic model, deduce a method of this heteroscedastic analysis, and presents the estimation of mean and variance in this model.

本文提出了一种单因子异方差模型，导出这种异方差分析方法，并给出了模型中均值与方差的估计。

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The computing cases show that both the mean discharge process and variance process can be given for the stochastic flow concentration model.

提供的算例表明，对于随机汇流模型，不仅可以给出均值出流过程，而且同时可以给出其方差过程。

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Markowitz's mean variance model describes the risk of asset by variance, but variance may not exist because of fat tailedness of asset returns.

马柯维兹均值—方差模型使用收益率的方差度量证券的风险，但是实际分布呈尖顶胖尾状，使得方差可能不存在。

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What we did--the core theoretical framework that we had-- was the mean variance theory, which led us to the capital asset pricing model.

我们讲到了投资组合多元化的核心理论框架,即均值-方差模型,之后又讲到了资本资产定价模型

耶鲁公开课 - 金融市场课程节选