Realized kernel
id:
realized-kernel-311-16947741
title:
Realized kernel
text:
The realized kernel (RK) is an estimator of volatility. The estimator is typically computed with high frequency return data, such as second-by-second returns. Unlike the realized variance, the realized kernel is a robust estimator of volatility, in the sense that the realized kernel estimates the appropriate volatility quantity, even when the returns are contaminated with noise.
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Realized_kernel
date created:
date modified:
2024-03-19T08:16:09Z
main entity:
{"identifier":"Q7301289","url":"https://www.wikidata.org/entity/Q7301289"}
image:
fields total:
13
integrity:
13