Realized Variance is a statistical measure in financial econometrics that quantifies the sum of squared intraday returns over a specified time period, serving as an empirical estimate of the quadratic variation of an asset's price process.
166
Publications
19.2K
Citations
253
Authors
213
Institutions
Publications per year
2017–2026
38
Parents
Publications
166
Generalized Collinearity Diagnostics
John Fox, Georges Monette · Journal of the American Statistical Association · 1992 · 1.7K citations
Business, Biostatistics, Mathematics +15
Peter Carr, Liuren Wu · Review of Financial Studies · 2008 · 1.4K citations
Business, Finance, Risk Management +15
1–5 of 166
Authors
253
- PR
12
h-index
- AL
10
h-index
- RC
7
h-index
- FM
6
h-index
- TG
6
h-index
1–5 of 253
Institutions
213
Aarhus University
Aarhus, Denmark
18 h-index
28 publications
5.3K citations
Duke University
Durham, United States
13 h-index
23 publications
2.6K citations
Copenhagen Business School
Copenhagen, Denmark
9 h-index
9 publications
916 citations
University of Pennsylvania
Philadelphia, United States
8 h-index
12 publications
1.4K citations
University of Warwick
Coventry, United Kingdom
7 h-index
7 publications
446 citations
National Bureau of Economic Research
Cambridge, United States
7 h-index
16 publications
707 citations
New York University
New York, United States
7 h-index
7 publications
2K citations
University of Oxford
Oxford, United Kingdom
6 h-index
6 publications
1K citations
1–8 of 213
Venues
- SSRN Electronic Journal
Repository · 34 publications · 2.1K citations
22
h-index
- Journal of Financial Econometrics
9 publications · 2.7K citations
9
h-index
- Journal of Business and Economic Statistics
JBES · 8 publications · 1.5K citations
8
h-index
- Journal of Econometrics
8 publications · 1.1K citations
8
h-index
- Quantitative Finance
8 publications · 339 citations
8
h-index
1–5