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bn:00817974n
Noun Concept
Categories: Derivatives (finance), Technical analysis, Economics and finance stubs
EN
volatility clustering
EN
In finance, volatility clustering refers to the observation, first noted by Mandelbrot, that "large changes tend to be followed by large changes, of either sign, and small changes tend to be followed by small changes." Wikipedia
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EN
In finance, volatility clustering refers to the observation, first noted by Mandelbrot, that "large changes tend to be followed by large changes, of either sign, and small changes tend to be followed by small changes." Wikipedia
Financial modelling concept Wikidata
IS A
financial modeling
Wikipedia
EN
volatility clustering
Wikidata
EN
Volatility clustering

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