log (ln) returns in volatility calculation and annualization of metrics · Issue #29 · quantopian/zipline · GitHub
![The figure plots the time series of daily log returns, log realized... | Download Scientific Diagram The figure plots the time series of daily log returns, log realized... | Download Scientific Diagram](https://www.researchgate.net/profile/Francesco-Audrino/publication/292881686/figure/fig1/AS:332244074942464@1456224568025/The-figure-plots-the-time-series-of-daily-log-returns-log-realized-variance-jump-in.png)
The figure plots the time series of daily log returns, log realized... | Download Scientific Diagram
![Realized volatility (left) and squared daily log-returns (right) of... | Download Scientific Diagram Realized volatility (left) and squared daily log-returns (right) of... | Download Scientific Diagram](https://www.researchgate.net/profile/Roland-Mestel/publication/260713523/figure/fig1/AS:333004531617795@1456405876005/Realized-volatility-left-and-squared-daily-log-returns-right-of-ANDR-Source-own.png)
Realized volatility (left) and squared daily log-returns (right) of... | Download Scientific Diagram
![Why the volatility is log-normal and how to apply the log-normal stochastic volatility model in practice | Artur Sepp Blog on Quantitative Investment Strategies Why the volatility is log-normal and how to apply the log-normal stochastic volatility model in practice | Artur Sepp Blog on Quantitative Investment Strategies](https://artursepp.com/wp-content/uploads/2017/08/lognormalvol.png)
Why the volatility is log-normal and how to apply the log-normal stochastic volatility model in practice | Artur Sepp Blog on Quantitative Investment Strategies
![Can the Baidu Index predict realized volatility in the Chinese stock market? | Financial Innovation | Full Text Can the Baidu Index predict realized volatility in the Chinese stock market? | Financial Innovation | Full Text](https://media.springernature.com/lw685/springer-static/image/art%3A10.1186%2Fs40854-020-00216-y/MediaObjects/40854_2020_216_Fig2_HTML.png)