Comments on: Dow 300 Point Days and Volatility Clustering http://www.mebanefaber.com/2008/08/07/dow-300-point-days-and-volatility-clustering/ Stock Market and Investing Blog of Mebane Faber Tue, 11 Oct 2011 15:24:53 +0000 hourly 1 http://wordpress.org/?v=3.2.1 By: Where the Black Swans Lie - World Beta - Engineering Targeted Returns and Risk http://www.mebanefaber.com/2008/08/07/dow-300-point-days-and-volatility-clustering/comment-page-1/#comment-2407 Where the Black Swans Lie - World Beta - Engineering Targeted Returns and Risk Fri, 03 Apr 2009 19:56:19 +0000 http://www.mebanefaber.com/2008/08/07/dow-300-point-days-and-volatility-clustering/#comment-2407 [...] eight months have been a perfect example.  I updated the post I wrote back in titled "Dow 300 Point Days and Volatility Clustering".  An older post here - "More on Volatility [...] [...] eight months have been a perfect example.  I updated the post I wrote back in titled "Dow 300 Point Days and Volatility Clustering".  An older post here – "More on Volatility [...]

]]> By: Andrey Shpak http://www.mebanefaber.com/2008/08/07/dow-300-point-days-and-volatility-clustering/comment-page-1/#comment-2036 Andrey Shpak Wed, 13 Aug 2008 10:28:00 +0000 http://www.mebanefaber.com/2008/08/07/dow-300-point-days-and-volatility-clustering/#comment-2036 This potentially can be a good set-up filter eg for selling naked puts... This potentially can be a good set-up filter eg for selling naked puts…

]]> By: Michael S http://www.mebanefaber.com/2008/08/07/dow-300-point-days-and-volatility-clustering/comment-page-1/#comment-2032 Michael S Mon, 11 Aug 2008 00:47:00 +0000 http://www.mebanefaber.com/2008/08/07/dow-300-point-days-and-volatility-clustering/#comment-2032 Excellent post. Got my wheels turning. Did a follow up on volatility in up vs down trends and how (or if) it has evolved over time. Thought I'd pass it on: <br/><br/>http://marketsci.wordpress.com/2008/08/10/market-volatility-in-up-vs-down-trends/<br/><br/>Enjoy your blog. Keep up the good work!<br/><br/>ms Excellent post. Got my wheels turning. Did a follow up on volatility in up vs down trends and how (or if) it has evolved over time. Thought I’d pass it on:

http://marketsci.wordpress.com/2008/08/10/market-volatility-in-up-vs-down-trends/

Enjoy your blog. Keep up the good work!

ms

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