quarticity

English

Etymology

From quartic +‎ -ity.

Noun

quarticity (uncountable)

1. The condition of being quartic
   • 2015 October 1, “Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data”, in PLOS ONE‎^[1], →DOI:

     This is probably due to the fact that the bandwidths, R and h, are chosen independently of some specific properties of the volatility process (e.g., integrated quarticity, integrated volatility of volatility, as in Ref. [27 ]).