Based on the unbiased estimate of realized variance under serially correlated noise proposed by Hansen &Lunde (2004b), we went a further step by deducing a measure of variance of noise.

• 本文基于Hansen &Lunde(2004b) 给出的在噪声序列存在相关性假设下的一种关于RV 的无偏估计, 进一步地推导出一种在此情形下估计噪声方差的方法。