Meanings
plural bipowers
- mathematicsAn alternative to variance; a measure of variability based on summing the product of adjacent data points rather than summing the squares of data points.
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.
2016, Daisuke Kurisu, “Power variations and testing for co-jumps: the small noise approach”, in arXiv
Origin
Cite this entry
bipower. (n.d.). In WatkinsX Dictionary. Retrieved November 3, 2026, from https://dictionary.watkinsx.com/word/bipower
“bipower.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/bipower. Accessed November 3, 2026.
WatkinsX Dictionary, s.v. “bipower,” accessed November 3, 2026, https://dictionary.watkinsx.com/word/bipower.
Source: bipower on Wiktionary, CC BY-SA 4.0.