# Tag Info

## New answers tagged tick-data

0

Well for real hf stock tick data, i do get negativa volatility. So it can happens for large N

0

I think it's ok: the total correction is $\approx -N\eta^2 \sim N^{-1/2},$ which tends to zero for large $N.$ So as long as it is a correction to the estimator $Q > 0$ you are ok.

Top 50 recent answers are included