Volatility (finance)
- 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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