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Workshop throughout Behavioral Finance – October 16 2005. n.d.. . Recovered September 6 08 from . Taxicab eugene Volatility is considered the most accurate measure of risk along with by extension involving return its other side. The higher the volatility the greater the risk – as well as the reward. That volatility increases in the cross over from bull in contact markets seems to support this pet concept. But how to are the cause of surging volatility with plummeting bourses At the absolute depths of the bear stage volatility and possibility increase while earnings evaporate – possibly taking short-selling into account.
The Economist has proposed yet another dimensions of risk-
The Chicago il Board Options Exchanges VIX directory a measure of traders expectations of share price gyrations inside July reached ranges not seen ever since the 1987 crash in addition to shot up again a couple weeks ago… Over the past 5 years volatility spikes are becoming ever more frequent in the Asian crisis within 1997 right up to the World Trade Centre strikes.