## standard deviation

Overview page. Subjects: Science and Mathematics.

A measure of the dispersion of data in statistics. For a set of values *a*
_{1}, *a*
_{2}, *a*
_{3}, … *a _{n}
*, the mean

*m*is given by (

*a*

_{1}+

*a*null...

## standard deviation

in** A Dictionary of Economics**

January 2009; p ublished online January 2009 .

Reference Entry. Subjects: Economics. 43 words.

In a sample of observations, a commonly used measure of dispersion, defined as the square root of the average

## standard deviation

in** A Dictionary of Economics**

January 2017; p ublished online January 2017 .

Reference Entry. Subjects: Economics. 45 words.

In a sample of observations, a commonly used measure of *dispersion, defined as the square root of the average of squared deviations of the observations from the sample mean. In a...

## standard deviation

in** A Dictionary of Economics**

January 2012; p ublished online May 2013 .

Reference Entry. Subjects: Economics. 45 words.

In a sample of observations, a commonly used measure of *dispersion, defined as the square root of the average of squared deviations of the observations from the sample mean. In a...

## standard deviation

in** A Dictionary of Finance and Banking**

January 2008; p ublished online January 2008 .

Reference Entry. Subjects: Financial Institutions and Services. 61 words.

A measure of the dispersion of statistical data. For a series of *n* values *x*
_{1}, *x*
_{2},

## standard deviation

in** A Dictionary of Finance and Banking**

January 2014; p ublished online May 2014 .

Reference Entry. Subjects: Financial Institutions and Services. 72 words.

A measure of the dispersion of statistical data. For a series of *n* values *x*
_{1}, *x*
_{2},

## standard deviation

in** The Handbook of International Financial Terms**

January 1997; p ublished online January 2005 .

Reference Entry. Subjects: Financial Institutions and Services. 124 words.

A measure of the dispersion of a distribution and therefore a useful measure of its risk. The square root

## standard deviation

in** A Dictionary of Finance and Banking**

March 2018; p ublished online March 2018 .

Reference Entry. Subjects: Banking; Social Sciences; Economics. 74 words.

A measure of the dispersion of statistical data. For a series of *n* values *x*
_{1}, *x*
_{2}, *x*
*
_{n...}
*

## standard deviation of returns

Overview page. Subjects: Economics.

A measure of a security's or a portfolio's volatility.

## relative standard deviation

in** A Dictionary of Economics**

January 2017; p ublished online January 2017 .

Reference Entry. Subjects: Economics. 12 words.

The absolute value of the *coefficient of variation.

## relative standard deviation

in** A Dictionary of Economics**

January 2012; p ublished online May 2013 .

Reference Entry. Subjects: Economics. 12 words.

The absolute value of the *coefficient of variation.

## standard deviation of returns

in** The Handbook of International Financial Terms**

January 1997; p ublished online January 2005 .

Reference Entry. Subjects: Financial Institutions and Services. 13 words.

A measure of a security's or a portfolio's volatility.

## coefficient of variation

in** A Dictionary of Economics**

January 2009; p ublished online January 2009 .

Reference Entry. Subjects: Economics. 16 words.

The standard deviation of a random variable as a percentage of its mean.

## coefficient of variation

in** A Dictionary of Economics**

January 2017; p ublished online January 2017 .

Reference Entry. Subjects: Economics. 18 words.

The *standard deviation of a random variable as a percentage of its *mean.

## coefficient of variation

in** A Dictionary of Economics**

January 2012; p ublished online May 2013 .

Reference Entry. Subjects: Economics. 18 words.

The *standard deviation of a random variable as a percentage of its *mean.

## standard error (of a statistic)

in** A Dictionary of Economics**

January 2009; p ublished online January 2009 .

Reference Entry. Subjects: Economics. 30 words.

An estimated standard deviation of a statistic; a measure of the reliability of this statistic as an estimator of the

## dispersion

in** A Dictionary of Economics**

January 2009; p ublished online January 2009 .

Reference Entry. Subjects: Economics. 55 words.

Scattering or spread of the data points around the sample mean. Commonly used measures of dispersion are the standard deviation

## dispersion

in** A Dictionary of Economics**

January 2012; p ublished online May 2013 .

Reference Entry. Subjects: Economics. 57 words.

Scattering or spread of the data points around the sample mean. Commonly used measures of dispersion are the *standard deviation...

## dispersion

in** A Dictionary of Economics**

January 2017; p ublished online January 2017 .

Reference Entry. Subjects: Economics. 57 words.

Scattering or spread of the data points around the sample mean. Commonly used measures of dispersion are the *standard deviation...

## volatile

Overview page. Subjects: Economics.

A description of a market or security with large and rapid price changes. Hence a *volatile market* (cf. whipsawed). See market risk; price risk; standard deviation; variance; volatility.

## standard error (of a statistic)

in** A Dictionary of Economics**

January 2012; p ublished online May 2013 .

Reference Entry. Subjects: Economics. 33 words.

An estimated *standard deviation of a statistic; a measure of the reliability of this statistic as an estimator of the population parameter from the sample....