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Pleb
Pleb
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Can someone help if I am thinking correctly? If R(t,i)$R(t,i)$ is the i(th)i'th log-return for (for i = 1.....M)$i = 1\ldots,M$ of day t (for t = 1.....T)$t$ for $t = 1\ldots,T$. 

Can I assume that the daily realized volatility (denoted RV(t)$RV(t)$) is a consistent estimateestimator of the true daily volatility denoted QV(t)$QV(t)$] in the sense that RV(t)--> QV(t)$RV(t)\rightarrow QV(t)$ when T--> ∞$T\rightarrow\infty$ ?

Can someone help if I am thinking correctly? If R(t,i) is the i(th) log-return (for i = 1.....M) of day t (for t = 1.....T). Can I assume that the daily realized volatility (denoted RV(t)) is a consistent estimate of the true daily volatility denoted QV(t)] in the sense that RV(t)--> QV(t) when T--> ∞ ?

Can someone help if I am thinking correctly? If $R(t,i)$ is the i'th log-return for $i = 1\ldots,M$ of day $t$ for $t = 1\ldots,T$. 

Can I assume that the daily realized volatility (denoted $RV(t)$) is a consistent estimator of the true daily volatility denoted $QV(t)$] in the sense that $RV(t)\rightarrow QV(t)$ when $T\rightarrow\infty$ ?

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user62408
user62408
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Daily realized volatility and true daily volatility

Can someone help if I am thinking correctly? If R(t,i) is the i(th) log-return (for i = 1.....M) of day t (for t = 1.....T). Can I assume that the daily realized volatility (denoted RV(t)) is a consistent estimate of the true daily volatility denoted QV(t)] in the sense that RV(t)--> QV(t) when T--> ∞ ?