Because finding the future risk of an instrument or portfolio can be difficult, we often measure historical volatility and assume that "past is prologue". Historical volatility is standard deviation, as in "the stock's annualized standard deviation was 12%". We compute this by taking a sample of returns, such as 30 days, 252 trading days (in a year), three years or even 10 years.

In selecting a sample size we face a classic trade-off between the recent and the robust: we want more data but to get it, we need to go back farther in time, which may lead to the collection of data that may be irrelevant to the future. In other words, historical volatility does not provide a perfect measure, but it can help you get a better sense of the risk profile of your investments.

1.can we endorse efficiently the goals of Productivity in regulating the scope and the schemes of financing without short cuts?

2.where and when does the Elasticity or Buoyancy freeze the norms of the distinct increase in the rates of taxation

3.how is the flexibility of rigidity in taxation not subject able to the nature of the rate and structure of taxes for finance goals?

4.what is the necessity of the all diversify regulations governing the taxation systems of the fiannce sector in any country?

5.chip in the equity allocation components to cater in fore the niche ns of the taxation in finance

6. conceptualize the benefit principle to the further ends of each extreme in the realization of unity in finance

7.can the ability to pay for the sales tax be a case for compromise if the finance section is pressured?

8.analyse the Cost of Service Principle in its Latin agenda to recover the expensed incurred in the raising up of taxes in finance

9.as for the incidence factor, analyze and conceptualize the contributions of the direct taxes for imposed taxes in finance

10.where do the indirect taxes play a role in the fianc sector of any developing country?