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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