About: Realized kernel

An Entity of Type: Thing, from Named Graph: http://dbpedia.org, within Data Space: dbpedia.org

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.

Property Value
dbo:abstract
  • 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. (en)
dbo:wikiPageID
  • 28345620 (xsd:integer)
dbo:wikiPageLength
  • 1183 (xsd:nonNegativeInteger)
dbo:wikiPageRevisionID
  • 967778766 (xsd:integer)
dbo:wikiPageWikiLink
dbp:wikiPageUsesTemplate
dcterms:subject
gold:hypernym
rdfs:comment
  • 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. (en)
rdfs:label
  • Realized kernel (en)
owl:sameAs
prov:wasDerivedFrom
foaf:isPrimaryTopicOf
is dbo:wikiPageWikiLink of
is foaf:primaryTopic of
Powered by OpenLink Virtuoso    This material is Open Knowledge     W3C Semantic Web Technology     This material is Open Knowledge    Valid XHTML + RDFa
This content was extracted from Wikipedia and is licensed under the Creative Commons Attribution-ShareAlike 3.0 Unported License