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Analysis

ボラティリティ・クラスタリング

The empirical tendency for large changes in financial markets to be followed by further large changes, and small changes by small changes, indicating persistence in volatility.

Quick answer: The empirical tendency for large changes in financial markets to be followed by further large changes, and small changes by small changes, indicating persistence in volatility.

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Quick answer

The empirical tendency for large changes in financial markets to be followed by further large changes, and small changes by small changes, indicating persistence in volatility.

Why it matters

ボラティリティ・クラスタリング matters because it supports clear communication in Analysis contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.

Editorial context

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Questions and answers

Questions and answers

What is ボラティリティ・クラスタリング?

In this glossary, ボラティリティ・クラスタリング refers to: The empirical tendency for large changes in financial markets to be followed by further large changes, and small changes by small changes, indicating persistence in volatility.

How is ボラティリティ・クラスタリング used in finance?

In finance communication, this term appears in contexts such as: "ボラティリティ・クラスタリングは金融計量経済学の基本的な観察であり、リスク評価にGARCHモデルの利用を支持する。"

Why does ボラティリティ・クラスタリング matter in finance?

ボラティリティ・クラスタリング matters because it supports clear communication in Analysis contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.

Who uses ボラティリティ・クラスタリング?

ボラティリティ・クラスタリング is mainly used by Financial Analysts, Bankers, and Traders.

What category does ボラティリティ・クラスタリング belong to?

In this glossary, ボラティリティ・クラスタリング is grouped under Analysis. Related pages in this category explain adjacent procedures, commands and operational concepts.

Where does this definition come from?

This definition is sourced from CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework and published by Protermify Finance as a static finance reference page.

Definition

The empirical tendency for large changes in financial markets to be followed by further large changes, and small changes by small changes, indicating persistence in volatility.

Operational example

Volatility clustering is a fundamental observation in financial econometrics, supporting the use of GARCH models for risk assessment.

Localized term

ボラティリティ・クラスタリング

Localized example

ボラティリティ・クラスタリングは金融計量経済学の基本的な観察であり、リスク評価にGARCHモデルの利用を支持する。

Definition language

English reference definition

Source

CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework

Category

Analysis

Exam relevance

  • CFA
  • ACCA
  • FRM

Target audience

  • Financial Analysts
  • Bankers
  • Traders

Related terms

Use the related links below to continue through connected finance terminology.

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