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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