Meaning of bipower | Babel Free
Definitions
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.
Examples
“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.”
CEFR level
B1
Intermediate
This word is part of the CEFR B1 vocabulary — intermediate level.
This word is part of the CEFR B1 vocabulary — intermediate level.
See also
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