Meanings
nounquarticity (uncountable)
- uncountableThe condition of being quartic
This is probably due to the fact that the bandwidths, R and h, are chosen independently of some specific properties of the volatility process (e.g., integrated quarticity, integrated volatility of volatility, as in Ref. [27 ]).
2015 October 1, “Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data”, in PLOS ONE, →DOI
Origin
Cite this entry
APA
quarticity. (n.d.). In WatkinsX Dictionary. Retrieved November 3, 2026, from https://dictionary.watkinsx.com/word/quarticity
MLA
“quarticity.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/quarticity. Accessed November 3, 2026.
Chicago
WatkinsX Dictionary, s.v. “quarticity,” accessed November 3, 2026, https://dictionary.watkinsx.com/word/quarticity.
Source: quarticity on Wiktionary, CC BY-SA 4.0.