Daily Variance
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Downloadable! In this paper the realized daily variance is obtained from intraday transaction prices of the S&P 500 cash index over the period from January 1993 to December 2004.
In finance, volatility is a measure for variation of price of a financial instrument over time. Historic volatility is derived from time series of past market prices.
We talk with Daily Variance head Tri Nguyen about life, love and poker. Ok, actually, just poker, in this PartTimePoker interview.
Algorithms for calculating variance play a major role in statistical computing. A key problem in the design of good algorithms for this problem is that formulas for the ...
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