realized range- based vol-atility 已实现极差波动 ; 现极差波动
Weighted Realized Range-based Volatility 加权已实现极差波动
The regression of volatility predicted to model-free Realized Range-based Volatility (RRV) is the target assessment of ability of prediction. RRV is the consistent estimator of integrated volatility, so it is the proxy of real volatility.
预测能力的评价指标采用预测的波动率对(无模型的)已实现极差波动率进行回归,因为已实现极差波动率是积分波动率的一致估计量,所以将其作为真实波动率的代理。
参考来源 - 基于已实现波动率的两种模型的预测能力的实证研究·2,447,543篇论文数据，部分数据来源于NoteExpress
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。
A few months ago, Carlson realized that more protein-synthesis companies had entered the scene, including several that filled the middle range pricing gap.
几个月前，卡尔森意识到更多的蛋白质合成公司已进入这个领域，其中包括几个填补了中档价格的差距。
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