bipower
nounEtymology
Definitions
An alternative to variance
An alternative to variance; a measure of variability based on summing the product of adjacent data points rather than summing the squares of data points.
- In this paper we study the effects of noise on the bipower variation (BPV), realized volatility (RV) and testing for co-jumps in high-frequency data under the small noise framework.
The neighborhood
Vish — recursive loop
No curated loop yet for bipower. Loops are being traced one word at a time while the ingestion pipeline matures.
sense glosses and etymology drawn from English Wiktionary · source · CC-BY-SA