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Published byJakub Matoušek Modified over 5 years ago
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MSFT GE About the Stocks April 16, 1997 – January 25, 2010 3423 days
April 9, 1997 – December 30, 2010 3184 days
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Price Series with Returns Series
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Realized Volatility and Bipower Volatility (5-Minute, Annualized)
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Relative Contribution of Jumps (5-Minute, Annualization-Robust, Variance)
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Volatility Signature Plots (Annualized)
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Sub-Sampled Realized Volatility (Annualized)
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Median Volatility (Annualized)
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Minimum Volatility (Annualized)
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Pre-Averaged Realized Volatility (Annualized)
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Truncated Variation (Annualized)
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