“I like this concept of “low volatility, interrupted by occasional periods of high volatility”. I…”

July 29, 2013
By

(This article was first published on isomorphismes, and kindly contributed to R-bloggers)

“I like this concept of “low volatility, interrupted by occasional periods of high volatility”. I think I will call it “volatility”.”

-

Daniel Davies

via nonergodic

 

(PS: If you didn’t see it before: try plotting this in R:

vol.of.vol <- function(x) {
    dpois(x, lambda=dpois(x, 5)
    }

… and so on, to your heart’s content.

imageimage
image

Fun, right?)

To leave a comment for the author, please follow the link and comment on his blog: isomorphismes.

R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more...



If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...

Comments are closed.