 | United States. Securities and Exchange Commission - 1976 - 614 lapas
...number, is the interquartile range. The interquartile range - which is the measure of volatility — is not sensitive to the magnitude of monthly extremes...characterized by relatively high price volatility. 'J A more detailed description of the statistical approaches used by the SEC staff in developing this... | |
 | United States. Securities and Exchange Commission - 1979 - 572 lapas
...positive number, is the interquartile range. The interquartile range-which is the measure of volatility-is not sensitive to the magnitude of monthly extremes...the statistical approaches used by the SEC staff in developing this measure of NYSE volatility is available from Raymond Marcotte of the SEC's Directorate... | |
 | United States. Securities and Exchange Commission - 1976 - 658 lapas
...which is the measure of volatility — is not sensitive to the magnitude of monthly extremes but v will indicate shifts in the frequency or relative...the statistical approaches used by the SEC staff in developing this measure of NYSE volatility is available from Raymond Marcotte of the SEC 's Office... | |
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The interquartile range-which is the measure of volatility-is not sensitive to the magnitude of monthly extremes but will indicate shifts in the frequency or relative number of large day-to-day changes. These attributes filter out the impact of short-term... 