On Modern Volatility Measures

Posted: February 11, 2020
in Research

Volatility is a key concept in finance. It is a statistical measure of the dispersion of returns for a given security or market index. Volatility can either be measured by using the standard deviation or variance between returns from that same security or market index. In general, the higher the volatility the riskier the security. Higher volatility implies also less ‘control’ over performance.

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