Research PaperResearchia:202602.20057
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
Submitted: February 20, 2026Subjects: Open Science; Quadratic variation
Description / Details
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
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Submission Info
Date:
Feb 20, 2026
Feb 20, 2026
Topic:
Quadratic variation
Quadratic variation
Area:
Open Science
Open Science
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