Presents an accessible approach to the cost estimation tools, concepts, and techniques needed to support analytical and cost decisions Written with an easy-to-understand approach, Cost Estimation: Methods and Tools provides comprehensive coverage of the quantitative techniques needed by...

Reliable estimates of variances and covariances are crucial for portfolio management and risk controlling. This paper investigates alternative methods to estimate time varying variance-covariance matrices: ordinary estimates and exponentially weighted moving averages in comparison to Markov...