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Results tagged with volatility
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user 71460
A measure of the variation in price over time. Also a measure of the risk of a financial instrument.
-3
votes
1 day VaR vs 10 day VaR
one-day VaR cannot be converted into ten-day VaR, as Z ~ N(r, sigma) should provide a different distribution over one-day, limited time horizon.
- 1