Volatility (finance)
flowchart AA["Associated Authors (3)"] C[Volatility (finance)] BC["Broader Concepts (3)"] NC["Narrower Concepts (16)"] C== skos:broader ==>BC NC== skos:broader ==>C AA== dcterms:relation ==>C click BC "#broader-concepts" click NC "#narrower-concepts" click AA "#associated-authors" NI["add incoming edge"] NO["add outgoing edge"] NI-- ? -->C C-- ? -->NO click NI "#add-incoming-edge" click NO "#add-outgoing-edge" style NI stroke-width:2px,stroke-dasharray: 5 5 style NO stroke-width:2px,stroke-dasharray: 5 5
- Wikidata
- https://www.wikidata.org/wiki/Q756115
- OpenAlex ID
- https://openalex.org/C91602232 (API record)
- OpenAlex Description
- the degree of variation of a trading price series over time, usually measured by the standard deviation of logarithmic returns
- OpenAlex Level [?]
- 2
Broader Concepts
Narrower Concepts
- Autoregressive conditional heteroskedasticity
- Black–Scholes model
- Brent Crude
- Futures market
- Great Moderation
- Heath–Jarrow–Morton framework
- Implied volatility
- LIBOR market model
- Long memory
- Realized variance
- Rendleman–Bartter model
- Short-rate model
- Stochastic volatility
- Strike price
- Volatility smile
- West Texas Intermediate
Associated Authors
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