File:VolatilityDJIA.jpg
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Summary[edit]
| Description |
English: Show volatility of the Dow Jones Industrial Average Index since 1928, impact of the 30th, of 1987.
Proof that volatility can be and often is volatile itself. Computation: Standard deviation of monthly returns multiplied by square root of 12 |
| Date | |
| Source | Own work |
| Author | Gaschroeder G Schroeder |
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I, the copyright holder of this work, release this work into the public domain. This applies worldwide. In some countries this may not be legally possible; if so: I grant anyone the right to use this work for any purpose, without any conditions, unless such conditions are required by law. |
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| Date/Time | Thumbnail | Dimensions | User | Comment | |
|---|---|---|---|---|---|
| current | 19:35, 9 August 2010 | | 1,600 × 984 (510 KB) | Gaschroeder (talk | contribs) | Provide better readability, add some info to interesting DJ-volatility episodes. |
| 14:00, 9 August 2010 |  | 627 × 386 (50 KB) | Gaschroeder (talk | contribs) | {{Information |Description={{en|1=Show volatility of the Dow Jones Industrial Average Index since 1928, impact of the 30th, of 1987. Proof that volatility can be and often is volatile itself. Computation: Standard deviation of monthly returns multiplied |
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