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Research PaperResearchia:202602.20057[Quadratic variation > Open Science]

Realized range-based estimation of integrated variance

Kim Christensen

Abstract

Realized range-based estimation of integrated variance

Source: OpenAlex - SSRN Electronic Journal (Citations: 18) PDF: https://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID906491_code414727.pdf?abstractid=740288&mirid=2 Original Link: https://doi.org/https://doi.org/10.48550/arxiv.2601.20463

Submission:2/20/2026
Comments:0 comments
Subjects:Open Science; Quadratic variation
Cite as:
Researchia:202602.20057https://www.researchia.net/explorer/831126f7-4df8-446f-ad67-04526e46a49f
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