A look at volatility: Levels, Surprises, and History By Risk Metrics's Chris Finger

Doomed to Repeat it? Over at RiskMetrics, Chris Finger has examined the volatility of the US stock market for over one hundred years. While lacking any grand slam home runs, it is an interesting article for a number of reasons.Short version:It starts by breaking the time period into two periods (1940-1945, 1945 to present) and like other researchers the author shows that the volatility has in