Under simulated tests, the effects of microstructure on realized range-based volatility and realized volatility are compared.
在模拟试验的基础上，比较了微观结构效应对两种波动率度量方法的影响程度。
At first, the paper proves that the realized range-based volatility is more efficient than the realized volatility in estimating volatility.
文章首先证明了已实现极差波动是比已实现波动更有效的波动估计量。
At first, the paper proves that the realized range-based volatility is more efficient than the realized volatility in estimating volatility.
文章首先证明了已实现极差波动是比已实现波动更有效的波动估计量。
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