Bipower
Definition, Meaning & Examples
Part of speech noun
Quick meaning: Bipower is a noun meaning (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.
Meaning
(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.
Example Sentences
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.
Word Forms
- bipowers
Related Words
Related dictionary entries include bispectrum, binomial, bivariance, bivariable, bicoherence, intervariance.
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Sources & Attribution
FreeDictionaryAPI.com / Wiktionary · Original source · CC BY-SA 4.0
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