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.
Source: wiktionary
Ranked by relevance and common usage.
OpenGloss and ConceptNet supply richer edges like generalizations, collocations, and derivations.
1 total sentences available.
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.
Source: wiktionary
Data sourced from Wiktionary, WordNet, CMU, and other open linguistic databases. Updated March 2026.