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
- D Tudball
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