We don’t quite know what we are talking about when we talk about volatility
Filed in Articles ,Research News
Subscribe to Decision Science News by Email (one email per week, easy unsubscribe)
Subscribe to Decision Science News by Email (one email per week, easy unsubscribe)
COMMON MISUNDERSTANDINGS OF A COMMON MEASURE Dan Goldstein and Nassim Taleb have written a paper called “We don’t quite know what we are talking about when we talk about volatility” which looks at what finance professionals and students do when asked for estimates of standard deviation.In particular, they posed this question: A stock (or a […]
