Talk:Realized variance

Statistics Low‑importance

	This article is within the scope of WikiProject Statistics, a collaborative effort to improve the coverage of statistics on Wikipedia. If you would like to participate, please visit the project page, where you can join the discussion and see a list of open tasks.StatisticsWikipedia:WikiProject StatisticsTemplate:WikiProject StatisticsStatistics
Low	This article has been rated as Low-importance on the importance scale.

Finance & Investment Low‑importance

	This article is within the scope of WikiProject Finance & Investment, a collaborative effort to improve the coverage of articles related to Finance and Investment on Wikipedia. If you would like to participate, please visit the project page, where you can join the discussion and see a list of open tasks.Finance & InvestmentWikipedia:WikiProject Finance & InvestmentTemplate:WikiProject Finance & InvestmentFinance & Investment
Low	This article has been rated as Low-importance on the project's importance scale.

1

Dr. Podolskij's comment on this article

Dr. Podolskij has reviewed this Wikipedia page, and provided us with the following comments to improve its quality:

This article may contain more mathematical details as nowadays many asymptotic results for realised variance and related functionals are available. Also the references are kind of one-sided. First results about the limit theorems for realised variance have been obtained by Jean Jacod in the middle of 90's.

We hope Wikipedians on this talk page can take advantage of these comments and improve the quality of the article accordingly.

Dr. Podolskij has published scholarly research which seems to be relevant to this Wikipedia article:

Reference : Kim Christensen & Roel Oomen & Mark Podolskij, 2011. "Fact or friction: Jumps at ultra high frequency," CREATES Research Papers 2011-19, School of Economics and Management, University of Aarhus.

ExpertIdeasBot (talk) 18:31, 27 June 2016 (UTC)[reply]