volatility
71Stochastic Volatility - SV — A statistical method in mathematical finance in which volatility and codependence between variables is allowed to fluctuate over time rather than remain constant. Stochastic in this sense refers to successive values of a random variable that are… …
72Time-Varying Volatility — Fluctuations in volatility over time. Volatility is the standard deviation of returns from a financial instrument, and hence a measure of its risk. Time varying volatility implies that volatility is itself subject to large swings, with stocks and …
73Chicago Board Options Exchange Volatility Index — VIX von Januar 1990 bis Oktober 2008 Der Chicago Board Options Exchange Volatility Index (VIX) drückt die erwartete Schwankungsbreite des US amerikanischen Aktienindex S P 500 aus. Inhaltsverzeichnis 1 …
74VIX - CBOE Volatility Index — The ticker symbol for the Chicago Board Options Exchange (CBOE) Volatility Index, which shows the market s expectation of 30 day volatility. It is constructed using the implied volatilities of a wide range of S P 500 index options. This… …
75Fluoride volatility — is a method for the extraction of elements which form volatile fluorides. It is being studied for reprocessing of nuclear fuel, either of the conventional fuel rods used in today s LWRs, or as an integral part of a molten salt reactor… …
76Stable and tempered stable distributions with volatility clustering - financial applications — Classical financial models which assume homoskedasticity and normality cannot explain stylized phenomena such as skewness, heavy tails, and volatility clustering of the empirical asset returns in finance. In 1963, Benoit Mandelbrot first used the …
77Historical Volatility - HV — The realized volatility of a financial instrument over a given time period. Generally, this measure is calculated by determining the average deviation from the average price of a financial instrument in the given time period. Standard deviation… …
78Asymmetric Volatility Phenomenon - AVP — The asymmetric volatility phenomenon (sometimes known as AVP) is a market dynamic that shows that there are higher market volatility levels in market downswings than in market upswings. Factors that cause this phenomenon have been attributed to… …
79historical volatility — Fluctuations estimated from a historical time series. Bloomberg Financial Dictionary See volatility. The annualised standard deviation of percentage changes in futures prices over a specific period. It is an indication of past volatility in the… …
80Implied Volatility - IV — The estimated volatility of a security s price. In general, implied volatility increases when the market is bearish and decreases when the market is bullish. This is due to the common belief that bearish markets are more risky than bullish… …
