Article View: sci.econ
Article #1708Re: volatility of a stock.
From: anthony.r.rizzo
Date: Tue, 12 Jan 1993 14:40
Date: Tue, 12 Jan 1993 14:40
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After reading Peters' book on Chaos in the capital markets, I got the impression that the brokers and investment analysts mean standard deviation when they say volatility. I'm not sure as to how they actually calculate it, though. Perhaps they adjust a stock's time history for inflation and then calculate the summary statistics for the new set. Tony Rizzo
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<1993Jan12.144058.23624@cbfsb.cb.att.com>Path:
arc1-ca.pugleaf.net!sparky!uunet!zaphod.mps.ohio-state.edu!saimiri.primate.wisc.edu!ames!pacbell.com!att-out!cbfsb!cbnewsf.cb.att.com!rizzoShow Full Headers
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Newsgroups: sci.econ Path: arc1-ca.pugleaf.net!sparky!uunet!zaphod.mps.ohio-state.edu!saimiri.primate.wisc.edu!ames!pacbell.com!att-out!cbfsb!cbnewsf.cb.att.com!rizzo From: rizzo@cbnewsf.cb.att.com (anthony.r.rizzo) Subject: Re: volatility of a stock. Message-ID: <1993Jan12.144058.23624@cbfsb.cb.att.com> Sender: news@cbfsb.cb.att.com Organization: AT&T Distribution: na Date: Tue, 12 Jan 1993 14:40:58 GMT Lines: 10