volatility是標準差還是變異數

如提

volatility是標準差還是變異數

哈哈

剛剛看到有一個題目寫volatility

然後我就不停的想到底是變異數還是標準差

感謝大大的幫忙

1 個解答

評分
  • 10 年前
    最佳解答

    根據查到的結果看起來, 應該是用標準差來表現.

    What Does Volatility Mean?

    1. A statistical measure of the dispersion of returns for a given security or market index. Volatility can either be measured by using the standard deviation or variance between returns from that same security or market index. Commonly, the higher the volatility, the riskier the security.

    http://www.investopedia.com/terms/v/volatility.asp

    In finance, volatility most frequently refers to the standard deviation of the continuously compounded returns of a financial instrument within a specific time horizon.

    http://en.wikipedia.org/wiki/Volatility_(finance)

    Volatility: A measurement of change in price over a given period. It is usually expressed as a percentage and computed as the annualized standard deviation of the percentage change in daily price. http://stockcharts.com/help/doku.php?id=chart_scho...

    2011-01-02 15:33:29 補充:

    就用網路搜尋引擎找啊!

    我都是用 Google.

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