Abstract:Market Volatility has been investigated at great lengths, but the measure of historical volatility, referred to as the relative volatility, is inconsistent. Using historical return data to calculate the volatility of a stock return provides a measure of the realized volatility. Realized volatility is often measured using some method of calculating a deviation from the mean of the returns for the stock price, the summation of squared returns, or the summation of absolute returns. We look to the stocks that make… Show more
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