Relevant bibliographies by topics / Variance ratio

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Variance ratio'

Author: Grafiati
Published: 4 June 2021
Last updated: 6 February 2022

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Journal articles on the topic "Variance ratio"

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Kumari, Chandni, and Ratan Kumar Thakur. "Improved Ratio Type Estimators Using Auxiliary Attribute for Population Variance." International Journal of Science and Research (IJSR) 9, no. 4 (April 5, 2020): 1491–98. http://dx.doi.org/10.21275/sr20426180318.

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Bright, Jo-Anne, James M. Curran, and John S. Buckleton. "Investigation into stutter ratio variance." Australian Journal of Forensic Sciences 46, no. 3 (November 11, 2013): 313–16. http://dx.doi.org/10.1080/00450618.2013.859299.

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Agrawal, M. C., and A. B. Sthapit. "Unbiased ratio-type variance estimation." Statistics & Probability Letters 25, no. 4 (December 1995): 361–64. http://dx.doi.org/10.1016/0167-7152(94)00242-7.

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Kim, Jae H. "Wild bootstrapping variance ratio tests." Economics Letters 92, no. 1 (July 2006): 38–43. http://dx.doi.org/10.1016/j.econlet.2006.01.007.

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Subramani, J., and G. Kumarapandiyan. "A Class of Modified Ratio Estimators for Estimation of Population Variance." Journal of Applied Mathematics, Statistics and Informatics 11, no. 1 (May 1, 2015): 91–114. http://dx.doi.org/10.1515/jamsi-2015-0006.

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Abstract In this paper we have proposed a class of modified ratio type variance estimators for estimation of population variance of the study variable using the known parameters of the auxiliary variable. The bias and mean squared error of the proposed estimators are obtained and also derived the conditions for which the proposed estimators perform better than the traditional ratio type variance estimator and existing modified ratio type variance estimators. Further we have compared the proposed estimators with that of the traditional ratio type variance estimator and existing modified ratio type variance estimators for certain natural populations.
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Yadav, Subhash Kumar, and Himanshu Pandey. "A Ratio-cum-Dual to Ratio Estimator of Population Variance Using Qualitative Auxiliary Information Under Simple Random Sampling." Mathematical Journal of Interdisciplinary Sciences 1, no. 2 (March 2, 2013): 91–96. http://dx.doi.org/10.15415/mjis.2013.12016.

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Shively, Philip A. "An exact invariant variance ratio test." Economics Letters 75, no. 3 (May 2002): 347–53. http://dx.doi.org/10.1016/s0165-1765(01)00617-6.

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Chow, K. Victor, and Karen C. Denning. "A simple multiple variance ratio test." Journal of Econometrics 58, no. 3 (August 1993): 385–401. http://dx.doi.org/10.1016/0304-4076(93)90051-6.

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Kitanidis, Peter K. "A variance-ratio test for supporting a variable mean in kriging." Mathematical Geology 29, no. 3 (September 1997): 335–48. http://dx.doi.org/10.1007/bf02769639.

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Li, Yulan, David Birkes, and David R. Thomas. "The Residual Likelihood Ratio Test for the Variance Ratio in a Linear Model with Two Variance Components." Biometrical Journal 38, no. 8 (1996): 961–72. http://dx.doi.org/10.1002/bimj.4710380808.

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Dissertations / Theses on the topic "Variance ratio"

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Lains, João Luís da Silva. "Testing the random walk hypothesis with variance ratio statistics." Master's thesis, Instituto Superior de Economia e Gestão, 2015. http://hdl.handle.net/10400.5/11801.

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Mestrado em Finanças
Esta dissertação tem como objetivo testar a hipótese de passeio aleatório na curva das yields relativa ás obrigações do tesouro dos Estados Unidos da América para o period entre 1980 e 2014. Para alcançar este objetivo e após revisão da literatura foram efectuados testes de variância e de raiz unitária considerados os mais indicados e poderosos. Os dados necessários para a realização deste estudo foram recolhidos tendo por base um estudo da Reserva Federal dos Estados Unidos da América, que efectua cálculo das yields desde 1961 até ao presente. O método escolhido para obter os resultados referentes à raiz unitária foi o Augmented Dickey-Fuller Unit Root Test e para os testes de variância foram usados: Chow Denning (1993) multiple variance test, Joint wright multiple version of Wrights rank and sign tests e Choi (1999) Automatic Variance ratio. A amostra inclui mais de 8000 observações para cada uma das yields estudadas(1,5,10 e 20 anos Zero-Coupon e Par Yields) durante um período de 34 anos. Os resultados permitiram a detecção de diversos periodos em que o passeio aleatório nas yields das obrigações do tesouro Norte-Americano é real mas também outros em que isso não se verificou. Para isso efectuámos uma análise comparativa entre os resultados dos testes de variância e eventos marcantes na economia americana entres os quais decidimos destacar 3 períodos: a década de 80, a expansao económica dos anos 90 até inicio do século XXI e o pós-crise de 2008 onde é implementado o quantitative Easing.
The random-walk hypothesis in the U.S. treasury yield curve was not previous studied and is surprising that researchers do not filled that void by testing it. However, the U.S treasury securities market is a benchmark, as the U.S treasury is considered to be risk-free. This benchmark is used to forecast economic development, to analyse securities in other markets, to price other fixed-income securities and to hedge positions taken in other markets. This study applies Chow Denning (1993) multiple variance test, Joint wright multiple version of Wright?s rank and sign tests, Choi (1999) Automatic Variance ratio Test and we also use the well-known Augmented Dickey-Fuller unit roots test to enable us to define the methodology to be used in the study. The database used permits the estimation of relative daily variation on U.S. treasury yield curve from January 1980 to December 2014. We hope that this analysis can provide useful information to traders and investors and will make a contribution in assisting to understand the pattern and behaviour of yields movement.
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Ladak, Al-Karim Madatally. "Resampling-based variance estimators in ratio estimation with application to weigh scaling." Thesis, University of British Columbia, 1990. http://hdl.handle.net/2429/29195.

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Weigh scaling is a method of estimating the total volume of timber harvested from a given region. The implementation of statistical sampling techniques in weigh scaling is described, along with related issues. A review of ratio estimators, along with variance estimators of the classical ratio estimator is conducted. The estimation of the variance of the estimated total volume is considered using jackknife- and bootstrap-based variance estimators. Weighted versions of the jackknife and bootstrap variance estimators are derived using influence functions and Fisher Information matrices. Empirical studies of analytic and resampling-based variance estimators are conducted, with particular emphasis on small sample properties and on robustness with respect to both the homoscedastic variance and zero-intercept population characteristics. With a squared error loss function, the resampling-based variance estimators are shown to perform very well at all sample sizes in finite populations with normally distributed errors. These estimators are found to have small negative biases for small sample sizes and to be robust with respect to heteroscedasticity.
Science, Faculty of
Statistics, Department of
Graduate
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Kougoulis, Periklis Markos. "Essays on a generalized variance-ratio statistic and the comovement of stock returns." Thesis, University of Essex, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.435256.

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Paříková, Adéla. "Hedge Ratio Estimation: Comparison of Constant OLS, ARCH and GARCH Approaches." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-206944.

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Volatile prices of commodities relate to financial risk faced by individuals or economic subjects exposed to them. One way to minimize the impact of change in market price is to use its hedging by futures contracts. The optimal hedge ratio estimation (ratio between units of spot and futures contracts) is the focus of this study. Its objective is to compare hedge ratios based on minimum variance methodology using three methods - OLS, ARCH and GARCH, by measuring their hedging effectiveness using variance and value at risk reduction. The results differ across commodities, however several conclusions can be made. The ARCH-based hedge ratios do not perform significantly worse than the GARCH-based hedge ratios. The same estimation method can be used for assets having similar returns development and a well performing hedge can be expected. Results of hedge ratios of strongly correlated assets estimated by different methods tend to have very similar values to one another and to the related correlation coefficient. More generally, the best performing hedge ratios are those having very similar values to correlation between spot and futures 1-day returns.
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MacQuillan, Anthony Howard Felix. "The variance of nerve axon to muscle fibre ratio and its effect on outcome in functional muscle transfer." Thesis, University College London (University of London), 2007. http://discovery.ucl.ac.uk/1444995/.

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The results of functional muscle transfer for the treatment of facial palsy are varied. Surgical technique in such cases remains constant with only the selected ramus of the buccal branch of the facial nerve changing. Differing sized branches of the facial nerve in the rabbit were used to reinnervate a constant sized muscle transfer to see if this might explain the spectrum of clinical results seen and additionally provide some insight into the phenomenon of "late onset tightening" seen in some cases. Peripheral limb reconstruction using functional muscle transfer following injury or tumour resection has been widely reported in the literature. The results of such procedures often fail to deliver the physiological strength that might be hoped for in relation to the size of the transferred muscle. Differing sized pure motor nerves were used to reinnervate a constant sized muscle transfer to see if functional results could be improved in an experimental model analogous to peripheral limb reconstruction. The rectus femoris muscle in the New Zealand White rabbit was used as a standardised muscle transfer for investigation into how the reinnervating axonal load affects outcome, defined in terms of physiological force developed by the muscle post-operatively, looking at both the central and peripheral nervous systems. Corroboratory investigations were also undertaken to determine the reinnervating characteristics of the nerves studied and those of reinnervated muscle.
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Shen, Paul. "Empirical Likelihood Tests For Constant Variance In The Two-Sample Problem." Bowling Green State University / OhioLINK, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=bgsu1544187568883762.

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Mårtensson, Jonathan. "Portfolio optimisation : improved risk-adjusted return?" Thesis, Uppsala University, Department of Economics, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-6397.

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In this thesis, portfolio optimisation is used to evaluate if a specific sample of portfolios have

a higher risk level or lower expected return, compared to what may be obtained through

optimisation. It also compares the return of optimised portfolios with the return of the original

portfolios. The risk analysis software Aegis Portfolio Manager developed by Barra is used for

the optimisations. With the expected return and risk level used in this thesis, all portfolios can

obtain a higher expected return and a lower risk. Over a six-month period, the optimised

portfolios do not consistently outperform the original portfolios and therefore it seems as

though the optimisation do not improve the return of the portfolios. This might be due to the

uncertainty of the expected returns used in this thesis.

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Söderberg, Gustav, and Rikard Nyström. "Insider Trading - An Efficiency Contributor?" Thesis, Umeå universitet, Företagsekonomi, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-73596.

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This research has studied the relationship between insider trading activity and its effect on the level of informational efficiency. The authors have used insider data from Finansinspektionen and data regarding stock prices, market capitalization and GDP from Thomson Reuters Datastream. The sample includes 193 companies on the Swedish stock exchange for a period of 10 years. A Variance Ratio test employed on moving sub-sample windows was used to establish the level of time-varying informational efficiency, which subsequently was used in an OLS-regression as a dependent variable. The result of the regression implies a negative effect on firm price information efficiency by insider purchasing, while selling has a positive effect. This can be concluded using a confidence level of 99%. The results are interesting since they imply an asymmetrical effect of insider trading on informational efficiency, while current insider legislation treats buying and selling by insiders equal. Thus, the results are of interest in future adjustments of laws regulating insider trading.
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Nyqvist, Vidar, and Mario Milic. "Bitcoins roll i en Investeringsportfölj : A Mean-Variance Analysis of the Diversification Benefits." Thesis, Linnéuniversitetet, Institutionen för ekonomistyrning och logistik (ELO), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-104722.

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The aim of this thesis is to explore the role of bitcoin in an investment portfolio. The paper examines the nature of bitcoin and additionally how bitcoin compares to gold when included in an investment portfolio. This report uses the historical value of bitcoin and investigates with a Mean-Variance model how the risk-adjusted return of an optimized portfolio is affected when bitcoin is a constituent. By comparing Sharpe Ratios from the optimized portfolios, a conclusion can be drawn as to whether bitcoin affects the maximum Sharpe ratio or the global minimum variance point. Our study suggests that including bitcoin in an investment portfolio increases the risk-adjusted return of the portfolio. In addition, portfolios optimized with bitcoin outperform the market. Further, we conclude that bitcoin has a relatively high correlation as compared to gold with the assets in the study. Hence, bitcoin is not the new gold.
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Sundqvist, Daniel. "Hedge Funds in a Traditional Portfolio : A Quantitative Case Study Made on the Swedish Hedge Fund Market." Thesis, Umeå University, Umeå School of Business, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-23363.

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Hedge funds are a debated subject in today’s financial industry. During 2008, despite hedge funds absolute return target, the global hedge fund industry showed a negative performance whilst the Swedish hedge fund market performed relatively well in comparison. Many studies have been made investigating the effect on incorporating hedge funds in a traditional portfolio though none focused separately on the Swedish market. In a global perspective it is quite easy to invest in hedge fund portfolios due to the existence of investable indices. To invest on the Swedish market is a more complex matter. SIX Harcourt HFXS Index is a Swedish hedge fund index representing the Swedish hedge fund market though it is not investable. Hence it would be interesting to see if it is possible to create an investable version of SIX Harcourt HFXS. When creating an investable index, several administrative costs will arise and in order to cover these costs it would be interesting to see whether or not it possible to optimize SIX Harcourt HFXS Index in purpose of achieving a outperformance which could cover any administrative costs for setting up the investable version. Also, since the optimized version must replicate the standard SIX Harcourt HFXS Index it must maintain a certain level of correlation.

This thesis, which is based on a positivistic epistemology, is built upon a quantitative case study where SIX Harcourt HFXS Index is optimized in purpose of achieving an outperformance in terms of the risk-adjusted return. The optimization uses an adjusted mean-variance methodology and is limited to a maintained correlation above 0,9 towards the standard SIX Harcourt HFXS Index. The optimization is created through the use of an Excel application created by Harcourt Investment Consulting.

Also, based on the outperformance by Swedish hedge funds compared to global hedge funds, this study aims to show the effect of incorporating Swedish hedge funds in a traditional portfolio consisting of equities and bonds. This effect is analyzed by the use of several performance-and risk measures.

The study shows that it is possible to optimize SIX Harcourt HFXS Index and produce an outperformance of approximately 1,5% per annum with a maintained correlation above 0,9. It also shows that the effect of incorporating Swedish hedge funds to a traditional portfolio is positive in regards to both risk and return.

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Books on the topic "Variance ratio"

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Campbell, Sean D. A trend and variance decomposition of the rent-price ratio in housing markets. Washington, D.C: Federal Reserve Board, 2006.

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Hodges, James S. Modeling the demand for spare parts: Estimating the variance-to-mean ratio and other issues. Santa Monica, Calif: Rand Corporation, 1985.

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Allen, D. E. Minimum variance hedge ratios on the Sydney Futures Exchange. Perth, W.A: Edith Cowan University, Faculty of Business, School of Economics and Finance, 1996.

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Pavelin, Philip Ernest. Radio observations of catalclysmic variable stars. Manchester: University of Manchester, 1993.

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Barber, John Richard. Variable-compression-ratio pistons for high power output diesel engines. Uxbridge: Brunel University, 1987.

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Stock, Martin. Neues Privatrundfunkrecht: Die nordrhein-westfälische Variante. München: C.H. Beck, 1987.

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Schneider, Birgit. Variable C:N ratios of particulate organic matter and their influence on the marine carbon cycle =: Variable C:N-Verhältnisse von partikulärem organischen Material und deren Einfluss auf den marinen Kohlenstoffhaushalt. Bremerhaven: Alfred-Wegener-Institut für Polar- und Meeresforschung, 2003.

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Miller, John S. Guidelines for the effective operation and control of VDOT permanent variable message sign and highway advisory radio units: State of the practice and recommendations : technical assistance report. Charlottesville, Va: Virginia Transportation Research Council, 1996.

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Chan, Yiu Man. The performance of the bootstrap method in approximating the distributions of the sample variance and the ratio of means, and in estimating the power of sphericity tests. 1985.

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Cheng, Russell. Standard Asymptotic Theory. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780198505044.003.0003.

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This book relies on maximum likelihood (ML) estimation of parameters. Asymptotic theory assumes regularity conditions hold when the ML estimator is consistent. Typically an additional third derivative condition is assumed to ensure that the ML estimator is also asymptotically normally distributed. Standard asymptotic results that then hold are summarized in this chapter; for example, the asymptotic variance of the ML estimator is then given by the Fisher information formula, and the log-likelihood ratio, the Wald and the score statistics for testing the statistical significance of parameter estimates are all asymptotically equivalent. Also, the useful profile log-likelihood then behaves exactly as a standard log-likelihood only in a parameter space of just one dimension. Further, the model can be reparametrized to make it locally orthogonal in the neighbourhood of the true parameter value. The large exponential family of models is briefly reviewed where a unified set of regular conditions can be obtained.
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Book chapters on the topic "Variance ratio"

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Rayat, Charan Singh. "Variance-Ratio Test and Analysis of Variance (ANOVA)." In Statistical Methods in Medical Research, 95–109. Singapore: Springer Singapore, 2018. http://dx.doi.org/10.1007/978-981-13-0827-7_12.

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Bai, Zhidong D., Yongchang C. Hui, and Wing-Keung Wong. "Internet Bubble Examination with Mean-Variance Ratio." In Handbook of Financial Econometrics and Statistics, 1451–65. New York, NY: Springer New York, 2014. http://dx.doi.org/10.1007/978-1-4614-7750-1_53.

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Rahman, M. Mahibbur, and Z. Govindarajulu. "Nonparametric Estimation of the Ratio of Variance Components." In Advances in Combinatorial Methods and Applications to Probability and Statistics, 507–19. Boston, MA: Birkhäuser Boston, 1997. http://dx.doi.org/10.1007/978-1-4612-4140-9_31.

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Jolicoeur, Pierre. "Hypothesis testing and confidence intervals concerning a variance ratio." In Introduction to Biometry, 67–70. Boston, MA: Springer US, 1999. http://dx.doi.org/10.1007/978-1-4615-4777-8_12.

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Jolicoeur, Pierre. "The distribution of the variance ratio, F = S12/S22." In Introduction to Biometry, 40–41. Boston, MA: Springer US, 1999. http://dx.doi.org/10.1007/978-1-4615-4777-8_9.

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Dhankar, Raj S. "Variance Ratio Test, ARIMA Model and Stock Price Behaviour." In India Studies in Business and Economics, 95–112. New Delhi: Springer India, 2019. http://dx.doi.org/10.1007/978-81-322-3950-5_6.

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Wang, Shuihua, Xingxing Zhou, Guangshuai Zhang, Genlin Ji, Jiquan Yang, Zheng Zhang, Zeyuan Lu, and Yudong Zhang. "Cluster Analysis by Variance Ratio Criterion and Quantum-Behaved PSO." In Cloud Computing and Security, 285–93. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-27051-7_24.

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Crainiceanu, Ciprian M. "Likelihood Ratio Testing for Zero Variance Components in Linear Mixed Models." In Random Effect and Latent Variable Model Selection, 3–17. New York, NY: Springer New York, 2008. http://dx.doi.org/10.1007/978-0-387-76721-5_1.

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He, Junjie, Bohua Chen, Yinzhang Ding, and Dongxiao Li. "Feature Variance Ratio-Guided Channel Pruning for Deep Convolutional Network Acceleration." In Computer Vision – ACCV 2020, 170–86. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-69538-5_11.

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Arora, Madhu, Miklesh Prasad Yadav, and Smita Mishra. "Random Walk Hypothesis: Evidence from the Top 10 Stock Exchanges Using the Variance Ratio Test." In Advances in Management Research, 161–70. Boca Raton, FL: CRC Press/Taylor & Francis Group, 2020. | Series: Mathematical engineering, manufacturing, and management sciences: CRC Press, 2019. http://dx.doi.org/10.1201/9780429280818-12.

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Conference papers on the topic "Variance ratio"

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Changsakul, Phichapop, Somjai Boonsiri, and Krung Sinapiromsaran. "Mass-ratio-variance based Outlier Factor." In 2021 18th International Joint Conference on Computer Science and Software Engineering (JCSSE). IEEE, 2021. http://dx.doi.org/10.1109/jcsse53117.2021.9493811.

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Willis, Chris J. "Variance ratio for change detection in SAR imagery." In Remote Sensing, edited by Claudia Notarnicola. SPIE, 2010. http://dx.doi.org/10.1117/12.864561.

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Capriotti, Luca. "Reducing the variance of likelihood ratio greeks in Monte Carlo." In 2008 Winter Simulation Conference (WSC). IEEE, 2008. http://dx.doi.org/10.1109/wsc.2008.4736117.

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LATOUCHE, G., and M. A. REMICHE. "CONVERGENCE OF THE RATIO “VARIANCE OVER MEAN” IN THE IPHP3." In Proceedings of the Fourth International Conference. WORLD SCIENTIFIC, 2002. http://dx.doi.org/10.1142/9789812777164_0012.

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Schuster, Stefan, Dominik Exel, Stefan Scheiblhofer, Dominik Zankl, Vera Ganglberger, Johann Reisinger, and Bernhard Zagar. "Noise Variance and Signal-to-Noise Ratio Estimation from Spectral Data." In 2019 IEEE International Instrumentation and Measurement Technology Conference (I2MTC). IEEE, 2019. http://dx.doi.org/10.1109/i2mtc.2019.8826826.

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Jian-Hui, Yang, and Chen Ying-Ying. "A New Model of Minimum Variance Hedge Ratio: EGARCH-Copula-EWMA." In 2013 Ninth International Conference on Computational Intelligence and Security (CIS). IEEE, 2013. http://dx.doi.org/10.1109/cis.2013.177.

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Li Yongxian and Sun Mingli. "An algorithm of robust design: orthogonal optimum design and variance ratio analysis." In International Technology and Innovation Conference 2009 (ITIC 2009). IET, 2009. http://dx.doi.org/10.1049/cp.2009.1459.

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Kow, W. Y., W. L. Khong, Y. K. Chin, I. Saad, and K. T. K. Teo. "CUSUM-Variance Ratio based Markov Chain Monte Carlo algorithm in overlapped vehicle tracking." In 2011 IEEE International Conference on Computer Applications and Industrial Electronics (ICCAIE). IEEE, 2011. http://dx.doi.org/10.1109/iccaie.2011.6162103.

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Li, Yongxian, and Jiazhong Li. "Orthogonal Optimization Algorithm of Swarm Intelligence Based on the Analysis of Variance Ratio." In 2009 Second International Symposium on Computational Intelligence and Design. IEEE, 2009. http://dx.doi.org/10.1109/iscid.2009.106.

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Lo, Sio-Long, and Gang Xiang. "Computing the range of variance-to-mean ratio under interval and fuzzy uncertainty." In NAFIPS 2011 - 2011 Annual Meeting of the North American Fuzzy Information Processing Society. IEEE, 2011. http://dx.doi.org/10.1109/nafips.2011.5752040.

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Reports on the topic "Variance ratio"

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Zhang, Hui Jun, Oliver Linton, and Seok Young Hong. Multivariate variance ratio statistics. Cemmap, June 2014. http://dx.doi.org/10.1920/wp.cem.2014.2914.

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Yura, Harold T., and David L. Fried. Variance of the Strehl Ratio of an Adaptive Optics System. Fort Belvoir, VA: Defense Technical Information Center, March 1999. http://dx.doi.org/10.21236/ada361556.

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Didonato, Armido. An Inverse of the Incomplete Beta Function (F-(Variance Ratio) Distribution Function). Fort Belvoir, VA: Defense Technical Information Center, August 2005. http://dx.doi.org/10.21236/ada467901.

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Linton, Oliver, Seok Young Hong, and Hui Jun Zhang. An investigation into multivariate variance ratio statistics and their application to stock market predictability. Institute for Fiscal Studies, March 2015. http://dx.doi.org/10.1920/wp.cem.2015.1315.

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Lo, Andrew, and A. Craig MacKinlay. The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation. Cambridge, MA: National Bureau of Economic Research, June 1988. http://dx.doi.org/10.3386/t0066.

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Charles Mendler. Envera Variable Compression Ratio Engine. Office of Scientific and Technical Information (OSTI), March 2011. http://dx.doi.org/10.2172/1014534.

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Cochrane, John. Explaining the Variance of Price Dividend Ratios. Cambridge, MA: National Bureau of Economic Research, November 1989. http://dx.doi.org/10.3386/w3157.

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Kaneko, Yutaka, Kazutaka Adachi, Kimio Kanai, and Yoshimasa Ochi. Design of a Gear Ratio Servo Control System for Toroidal Continuously Variable Transmission. Warrendale, PA: SAE International, May 2005. http://dx.doi.org/10.4271/2005-08-0040.

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Edwards, K. Dean, Charles E. A. Finney, Clayton Naber, Siddhartha Banerjee, and Michael Tony Willcox. CRADA Final Report: Development of Opposed-Piston Variable Compression Ratio Engine for Automotive Applications. Office of Scientific and Technical Information (OSTI), February 2019. http://dx.doi.org/10.2172/1510582.

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Tompkins, Robert E., Roger E. Bowman, and Arpad A. Juhasz. A Study on the Effects of Variable Surface Area to Volume Ratio on Closed Bomb Burn Rates. Fort Belvoir, VA: Defense Technical Information Center, October 1985. http://dx.doi.org/10.21236/ada161826.

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