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Realized Volatility

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Realized Volatility - RV
Publications: 843| Citation Count: 8,105
Stemming Variations: realized volatilities, Realize volatility, realized volatil, realized volatilizes
Cumulative Annual
    • Realized volatility is a nonparametric ex-post estimate of the return variation. The most obvious realized volatility measure is the sum of finely-sampled squared return realizations over a fixed time interval...

    Torben G. Andersenet al. Realized Volatility

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