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Text File  |  1993-01-12  |  762 b   |  22 lines
  1. Newsgroups: sci.econ
  2. Path: sparky!uunet!zaphod.mps.ohio-state.edu!saimiri.primate.wisc.edu!ames!pacbell.com!att-out!cbfsb!cbnewsf.cb.att.com!rizzo
  3. From: rizzo@cbnewsf.cb.att.com (anthony.r.rizzo)
  4. Subject: Re: volatility of a stock.
  5. Message-ID: <1993Jan12.144058.23624@cbfsb.cb.att.com>
  6. Sender: news@cbfsb.cb.att.com
  7. Organization: AT&T
  8. Distribution: na
  9. Date: Tue, 12 Jan 1993 14:40:58 GMT
  10. Lines: 10
  11.  
  12.  
  13. After reading Peters' book on Chaos in the capital markets,
  14. I got the impression that the brokers and investment analysts
  15. mean standard deviation when they say volatility.  I'm not
  16. sure as to how they actually calculate it, though.  Perhaps
  17. they adjust a stock's time history for inflation and then
  18. calculate the summary statistics for the new set.
  19.  
  20. Tony Rizzo
  21.  
  22.