quarticity

English

quartic +‎ -ity

quarticity (uncountable)

The condition of being quartic
- 2015 October 1, “Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data”, in PLOS ONE‎, DOI:10.1371/journal.pone.0139041:
  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 ]).

单词	quarticity
释义	quarticity English Etymology quartic +‎ -ity Noun quarticity (uncountable) The condition of being quartic 2015 October 1, “Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data”, in PLOS ONE‎, DOI:10.1371/journal.pone.0139041: 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 ]).
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