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volatility and negative prices

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rmb623
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Joined: March 16th, 2009, 3:02 am

volatility and negative prices

January 17th, 2013, 9:34 pm

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Last edited by rmb623 on January 17th, 2013, 11:00 pm, edited 1 time in total.
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daveangel
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Joined: October 20th, 2003, 4:05 pm

volatility and negative prices

January 18th, 2013, 7:09 am

what happened ?
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tags
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Joined: February 21st, 2010, 12:58 pm

volatility and negative prices

January 18th, 2013, 7:15 am

it was along: "I have a price series I have to compute the historical volatility of. One problem is that I have both positive and negative prices. How do I cope with that? thx"
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daveangel
Posts: 5
Joined: October 20th, 2003, 4:05 pm

volatility and negative prices

January 18th, 2013, 9:33 am

thanks for clarifying
knowledge comes, wisdom lingers
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