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由OEBarndorff-Nielsen著作·2002·被引用2734次—Summary.Theavailabilityofintradaydataonthepricesofspeculativeassetsmeansthatwecanusequadraticvariation-likemeasuresofactivityin ...,Realizedvolatilityassessesvariationinreturnsforaninvestmentproductbyan...
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Realizedvolatilityassessesvariationinreturnsforaninvestmentproductbyanalyzingitshistoricalreturnswithinadefinedperiod.
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