Book And Research Paper Forum • Re: End-of-year Competition: David Orrell's q-variance paper in Wilmott

Ok The reason I asked about variance of variance is that if you want it to be finite, then also E[sigma(z)] must be finite, and then your quadratic relation implies that E[z^2] is finite - so no heavy tails for returns IDK maybe this is a trivial observation, but it seems to me that it narrows down the scope of processes to consider. Statistics: Posted by ISayMoo — 8 minutes ago