| United States. Securities and Exchange Commission - 1980 - 536 lapas
...volatility. This is a widely used measure of dispersion and always a positive number. The interquartile range is not sensitive to the magnitude of monthly extremes...detailed description of the statistical approaches used in developing this measure of NYSE price volatility is available from the SEC's Directorate of Economic... | |
| United States. Securities and Exchange Commission - 1976 - 656 lapas
...ranked from low to high are divided into four "equal" groups by the First, Second and Third quartiles. The difference between the Third and First quartiles,...volatility is available from Raymond Marcotte of the SEC's Office of Economic Research in a staff paper entitled Analysis of the Impact of Competitive Commission... | |
| 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...volatility is available from Raymond Marcotte of the SEC's Directorate of Economic and Policy Research in a staff paper entitled Analysis of the Impact... | |
| United States. Securities and Exchange Commission - 1978 - 564 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 deve- * \ loping this measure of NYSE volatility is available from Raymond Marcotte of the SEC's Directorate... | |
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