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) |