realized volatility
由OEBarndorff-Nielsen著作·2002·被引用2734次—Summary.Theavailabilityofintradaydataonthepricesofspeculativeassetsmeansthatwecanusequadraticvariation-likemeasuresofactivityin ...,Realizedvolatilityassessesvariationinreturnsforaninvestmentproductbyan...
Realized Volatility
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由TGAndersen著作·被引用243次—Realizedvolatilityisanonparametricex-postestimateofthereturnvariation.Themostobviousrealizedvolatilitymeasureisthesumoffinely-sampled.
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