bipower
English edit
Etymology edit
Noun edit
bipower (plural bipowers)
- (statistics) 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.
- 2016, Daisuke Kurisu, “Power variations and testing for co-jumps: the small noise approach”, in arXiv[1]:
- 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.