tag:blogger.com,1999:blog-897456774486153841.post2519371904492155235..comments2024-03-25T09:22:22.004-07:00Comments on VIX and More: The Persistence of VolatilityBill Lubyhttp://www.blogger.com/profile/01241003017364820134noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-897456774486153841.post-5135627333872805092009-04-10T09:04:00.000-07:002009-04-10T09:04:00.000-07:00I want to take this opportunity to point out for t...I want to take this opportunity to point out for the wonderful thought proving pieces that you publish on your blog. Always concise, precise, clear and well written, unlike any other blogs.Chandranoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-42814050364526049302009-04-10T04:15:00.000-07:002009-04-10T04:15:00.000-07:00Sorry, I didn't realize you were using the reconst...Sorry, I didn't realize you were using the reconstructed data. Still, I'm not sure that people in '87 realized what to use out of money puts for nor how to price them (the Black Scholes type models not being useful). I did like the Great Depression data a lot. You have a great blog...always thought provoking.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-41918871836189600432009-04-10T04:10:00.000-07:002009-04-10T04:10:00.000-07:00VIX in 1987 used only at the money vols to calcula...VIX in 1987 used only at the money vols to calculate, didn't it? I'm not sure you're comparing apples to apples.Anonymousnoreply@blogger.com