It All Depends on You

A property of asset price behavior, where the expected variance over a period is related to price change over the same period by a simple quadratic equation, whose only parameter is a base volatility

Authors

Publication Details

Journal
Wilmott
Published
2025-06-11
DOI
https://doi.org/10.54946/wilm.12146
Primary Topic
Economic theories and models
Type
article
Field-Weighted Citation Impact
0.00
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

It All Depends on You

D Tudball
1 links
Wilmott
Economic theories and models
article

It All Depends on You

D Tudball
article en

Abstract

A property of asset price behavior, where the expected variance over a period is related to price change over the same period by a simple quadratic equation, whose only parameter is a base volatility

WilmottVol. 2025(138)
Openalex Percentile: Top 81%
Economic theories and models
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.