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variable
An element in a model. For example, in the model RS&Pt+1 = a + b Tbill t + et, where RS&Pt+1 is the return on the S&P in month t+1 and Tbill is the Tbill return at month t, both RS&P and Tbill are "variables" because they change through time; i.e., they are not constant.
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- Part of Speech: noun
- Synonym(s):
- Blossary:
- Industry/Domain: Financial services
- Category: General Finance
- Company: Bloomberg
- Product:
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