Task: Multi-Frequency Realized Volatility with Microstructure-Noise Correction

Task: Multi-Frequency Realized Volatility with Microstructure-Noise Correction: a task in skilltrainbench-public: skilltrainbench training tasks (Harbor dataset). For each trading day, compute realized variance at five sampling frequencies f ∈ {1, 2, 5, 15, 30} minutes.