bipower

名词 n.

英文释义

名词 n.
  1. 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.

词形变化

bipowers plural

词源

From bi- + power.
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