statisticalvolatility

Volatility measures price movements over a specified period. In statistical terms, volatility is the standard deviation of a market or security's annualised ...

Volatility is the rate at which the price of a security increases or decreases for a given set of returns. Know its meaning, calculations, measures, etc.

Volatility is the uncertainty surrounding potential price movement, calculated as the standard deviation of price returns. It is a measure the potential ...

由 MJ Lombardi 著作 · 2014 · 被引用 3 次 — Statistical measures of volatility are based on observed asset returns over a given time interval. This can be done in various ways. A simple, ...

In finance, volatility (usually denoted by σ) is the degree of variation of a trading price series over time, usually measured by the standard deviation ...

Volatility measures how much the price of a security, derivative, or index fluctuates. ... Probability density function is a statistical expression defining the ...

Volatility is a measure of the rate of fluctuations in the price of a security over time. It indicates the level of risk associated with the price changes of a ...

由 J Cariolle 著作 · 2012 · 被引用 42 次 — In statistical terms, economic volatility is traditionally measured by the second (standard deviation) or sometimes a higher moment1 (Rancière et al, 2008), of ...