or in gif format.
University of Rochester, Rochester, NY 14627
and National Bureau of Economic Research
Click here to see the monthly estimates of stock
volatility from the daily returns in the month, 1885-2009 in PDF format,
or in gif format.
Click here to see the daily levels of the Dow Jones
Industrial Average from 1893-2009 in PDF format, or in
gif format.
Click here to see the daily changes in the Dow Jones
Industrial Average from 1893-2009 in PDF format, or in
gif format.
Click here to see the daily returns to the Dow Jones
Industrial Average from 1893-2009 in PDF format, or in
gif format.
Click here to see the annualized standard deviation
from daily returns to the Dow Jones Industrial Average from 1893--2009 in
PDF format, or in gif format.
Click here to see the daily changes in the Standard
& Poor's composite index from 1928-2009 in PDF format,
or in gif format.
Click here to see the daily returns to the Standard
& Poor's composite index from 1928-2009 in PDF format,
or in gif format.
Click here to see the annualized standard deviation
from daily returns to the Standard & Poor's composite index from 1928-2009
in PDF format, or in gif format.
Click here to see the annualized standard deviation
from 15-minute returns to the Standard & Poor's composite index and from futures contracts on the S&P index from 1988-2009
in PDF format, or in gif format.
Click here to see the annualized standard deviation
for the Standard & Poor's 100 index from the Implied Volatility series from
the CBOE (VXO) 1986-2009 and the annualized standard deviation for the Standard
& Poor's 500 index from the Implied Volatility series from the CBOE (VIX)
1990-2009 in PDF format, or in gif
format.
Click here to see the annualized standard deviation
for the Nasdaq Composite index from the Implied Volatility series from the
CBOE (VXN) 1995-2009 in PDF format, or in gif
format.
Click here to see the annualized standard deviation
for the Nasdaq Composite index from the Implied Volatility series from the
CBOE (VXN) relative to the annualized standard deviation for the Standard
& Poor's 100 index from the Implied Volatility series from the CBOE (VIX)
1995-2009 in PDF format, or in gif
format.
Click here to see the annualized standard deviation
from daily returns to the Nasdaq Composite index from 1971-2009 in PDF format,
or in gif format.
Click here to see the annualized standard deviation
for the Nasdaq Composite index compared with the Implied Volatility series
from the CBOE (VXN) 1995-2009 in PDF format, or in gif
format.
Click here to see the level of the FTSE All Shares
index from 1968-2009 and the FTSE 100 index from 1984-2009 in PDF format,
or in gif format.
Click here to see the daily returns to the FTSE
All Shares index from 1968-2009 and the FTSE 100 index from 1984-2009 in PDF
format, or in gif format.
Click here to see the annualized standard deviation
from daily returns to the FTSE All Shares index from 1968-2009 and the FTSE
100 index from 1984-2009 in PDF format, or in gif
format.
Click here to see the annualized standard deviation
from daily returns in dollars to the FTSE All Shares index from 1968-2009
and the FTSE 100 index from 1984-2009 in PDF format, or
in gif format.
Click here to see the level of the Nikkei 225 index
from 1950-2009 and the Topix index from 1951-2009 in PDF format,
or in gif format.
Click here to see the daily returns to the Nikkei
225 index from 1950-2009 and the Topix index from 1951-2009 in PDF format,
or in gif format.
Click here to see the annualized standard deviation
from daily returns to the Nikkei 225 index from 1950-2009 and the Topix index
from 1951-2009 in PDF format, or in gif
format.
Click here to see the annualized standard deviation
from daily returns in dollars to the Nikkei 225 index from 1950-2009 and the
Topix index from 1951-2009 in PDF format, or in gif
format.
Click here to see the annualized standard deviation
from daily returns to several indexes of technology stocks from 1991-2009
in PDF format, or in gif format.
Click here to see the annualized standard deviation
from daily returns to several indexes of finance industry stocks from 1973-2009
in PDF format, or in gif format.
June 12, 2000, article in Fortune on volatility.
June 12, 2000, report on volatility from the
Securities Industry Association in PDF format.
January 6, 2008, article on volatility from
the New York Times in PDF format.
January 6, 2008, article on volatility from
the New York Times in PDF format.
November 18, 2008, article on volatility from the Times of London.
November 18, 2008, article on volatility from
the Times of London in PDF format.
September 3, 2008, Power Point presentation for Incoming Simon MBA Students on stock market volatility
September 3, 2008, Power Point presentation
for Incoming Simon MBA Students on stock market volatility in PDF format.
October 17, 2008, Power Point presentation for Simon Alumni Council on stock market volatility
October 17, 2008, Power Point presentation
for Simon Alumni Council on stock market volatility in PDF format.
September 9, 2009, Power Point presentation for Incoming Simon MBA Students on stock market volatility
September 9, 2009, Power Point presentation
for Incoming Simon MBA Students on stock
market volatility in PDF format. <
October 21, 2009, Power Point presentation for Financial Management Association Keynote Speech on stock market volatility [Reno, NV]
October 21, 2009, Power Point presentation
for Financial Management Association Keynote Speech on stock
market volatility in PDF format. [Reno, NV]
Return to Publications Page
© Copyright 1998-2009, G. William Schwert
Last Updated on 10/28/2009
