| bv |
Bipower Variation (5-min) |
| bv_ss |
Bipower Variation (5-min Sub-sampled) |
| close_price |
Closing (Last) Price |
| close_time |
Closing Time |
| medrv |
Median Realized Variance (5-min) |
| nobs |
Number of Observations |
| open_price |
Opening (First) Price |
| open_time |
Opening Time |
| open_to_close |
Open to Close Return |
| rk_parzen |
Realized Kernel Variance (Non-Flat Parzen) |
| rk_th2 |
Realized Kernel Variance (Tukey-Hanning(2)) |
| rk_twoscale |
Realized Kernel Variance (Two-Scale/Bartlett) |
| rsv |
Realized Semi-variance (5-min) |
| rsv_ss |
Realized Semi-variance (5-min Sub-sampled) |
| rv10 |
Realized Variance (10-min) |
| rv10_ss |
Realized Variance (10-min Sub-sampled) |
| rv5 |
Realized Variance (5-min) |
| rv5_ss |
Realized Variance (5-min Sub-sampled) |
