how does python calculater realized variance and bi power variance and how can I reproduce results in Excel?

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#1

Hi there
how does python calculater realized variance and bi power variance and how can I reproduce results in Excel?
Thank.
I need help understanding how does python calculate realized variance and bipower variance in highfrequancy package. I am trying to identify days in my data in which price jump occur using Barndorff-Nielsen and Shephard test. However, even though python gives me solution I don't quite understand the formula it uses and I would like to reproduce results in excel as well.
Thank you for your help!

#2

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