Extreme Events – Figure 2.19: Daily returns on FTSE All-Share Index from end Jun 1994 to end Dec 2007, scaled by 50 business day trailing volatility

[this page | pdf | references | back links]

SmartChart version:

Variant used in book:

Figure in book is copyright (c) John Wiley & Sons (2010)

Equivalent results but with data scaled by trailing volatility over several different periods:

NAVIGATION LINKS
Contents | Prev | Next | Chapter 2