MAKE A MEME View Large Image VolatilityDJIA-scaled.jpg badJPEG en Show volatility of the Dow Jones Industrial Average Index since 1928 impact of the 30th of 1987 Proof that volatility can be and often is volatile itself Computation Standard deviation of monthly and ...
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Keywords: VolatilityDJIA-scaled.jpg badJPEG en Show volatility of the Dow Jones Industrial Average Index since 1928 impact of the 30th of 1987 Proof that volatility can be and often is volatile itself Computation Standard deviation of monthly and quarterly returns scaled by square root of 12 or of 4 respectively Standard deviation of yearly returns unscaled Show that volatility scaling doesn't work for the Dow Jones Industrial Average Index from 1928 until 2010 Scaling by square root of 250 of daily returns may even lead to more errors presumably own Gaschroeder 2010-08-11 Dow Jones Industrial Average graphs
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