bipower en · NOUN
Etymology
From bi- + power.
Meanings
-
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.
2016, Daisuke Kurisu, “Power variations and testing for co-jumps: the small noise approach”, in arXiv:
Forms
| Spelling | Features | Labels | Source |
|---|---|---|---|
| bipowers | Number=Plur | lexicographic |