Construct · 1 fields · 1 citations

volatility clustering: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed
volatilityclustering1 CONSTRUCTVolatility clusteringMANDELBROT · ECONOMETRICS

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Econometrics

the pattern that large price changes tend to follow large changes and small follow small.

In econometrics, volatility clustering refers to the pattern that large price changes tend to follow large changes and small follow small. This meaning comes from Mandelbrot (1963) in The Journal of Business.[1]

Unit
Recovery means
Measured by

Next

Run it through the Collider, or take the citations with you.

See how volatility clustering sits against neighbouring constructs in the Collider, or export every reference on this page in one click.

Open in ColliderExport BibTeXReport this entry

Nearby constructs

tail2 fields · 2 citationsjingle · one word, two constructsbusiness1 fields · 1 citationsanchor · a standalone constructfollow1 fields · 1 citationsanchor · a standalone construct

References

  1. Mandelbrot, B. (1963). The Variation of Certain Speculative Prices. The Journal of Business, 36(4), 394. https://doi.org/10.1086/294632

Cited on this page?

Confirm your construct, or correct us.

If your work is cited behind one of these entries, you know better than we do whether we captured the meaning right. Confirm it, suggest an edit, or dispute it, and your name goes on the entry as an author who has checked it, linked to your ORCID.

Claim your construct