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2. Multiple factor models - Wikipedia

   en.wikipedia.org/wiki/Multiple_factor_models

   where the sum is over industry factors. Here m(t) is the market return. Explicitly identifying the market factor then permitted Torre to estimate the variance of this factor using a leveraged GARCH(1,1) model due to Robert Engle and Tim Bollerslev s^2(t)=w+a s^2(t-1)+ b1 fp(m(t-1))^2 + b2 fm(m(t-1))^2 Here

3. List of Toyota model codes - Wikipedia

   en.wikipedia.org/wiki/List_of_Toyota_model_codes

   The letters of the model code is found by combining the letters of the engine code with the platform code. If the engine code and the platform code have two letters each, the middle letter is computed according to this formula: [1] [2]

4. Coupon collector's problem - Wikipedia

   en.wikipedia.org/wiki/Coupon_collector's_problem

   Coupon collector's problem. In probability theory, the coupon collector's problem refers to mathematical analysis of "collect all coupons and win" contests. It asks the following question: if each box of a given product (e.g., breakfast cereals) contains a coupon, and there are n different types of coupons, what is the probability that more ...

5. Add or disable 2-step verification for extra security - AOL Help

   help.aol.com/articles/2-step-verification...

   We'll send you a text or call you with a new code that needs to be entered at sign-in. The phone number we contact you with may be different each time. Enable 2-step for phone. 1. Sign in to your Account Security page. 2. Next to "2-Step Verification," click Turn on. 3. Select Phone number for your 2-step verification method. 4.

6. Why am I asked to verify my account after signing in?

   help.aol.com/articles/why-am-i-asked-to-verify...

   Account; AOL Mail; AOL Desktop Gold; AOL App for iOS; AOL App for Android; Get live expert help with your AOL needs—from email and passwords, technical questions, mobile email and more. Call Live AOL Support at1-800-358-4860

7. Fama–French three-factor model - Wikipedia

   en.wikipedia.org/wiki/Fama–French_three-factor...

   In asset pricing and portfolio management the Fama–French three-factor model is a statistical model designed in 1992 by Eugene Fama and Kenneth French to describe stock returns. Fama and French were colleagues at the University of Chicago Booth School of Business, where Fama still works. In 2013, Fama shared the Nobel Memorial Prize in ...