Access Statistics for Kim Christensen

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asymptotic theory for range-based estimation of integrated variance of a continuous semi-martingale	0	0	0	23	0	1	1	170
Asymptotic theory of range-based multipower variation	0	0	0	36	0	0	1	139
Bias-Correcting the Realized Range-Based Variance in the Presence of Market Microstructure Noise	0	0	0	11	1	1	2	110
Fact or friction: Jumps at ultra high frequency	0	0	1	98	0	1	6	247
Inference from high-frequency data: A subsampling approach	0	0	0	36	0	0	0	94
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes	0	0	0	15	0	0	2	58
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data	0	0	1	81	0	0	3	364
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data	0	0	0	6	0	1	2	41
Range-Based Estimation of Quadratic Variation	0	0	0	30	0	0	3	145
Realised Quantile-Based Estimation of the Integrated Variance	0	0	0	101	0	0	1	328
Realised quantile-based estimation of the integrated variance	0	0	0	3	1	2	2	34
Total Working Papers	0	0	2	440	2	6	23	1,730

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asymptotic Theory of Range-Based Multipower Variation	0	0	2	15	0	0	4	68
Bias-correcting the realized range-based variance in the presence of market microstructure noise	0	0	1	41	0	1	3	154
Fact or friction: Jumps at ultra high frequency	0	2	8	118	0	2	17	375
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes	0	0	0	4	0	1	2	37
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data	0	0	1	34	1	1	9	219
Realised quantile-based estimation of the integrated variance	0	0	0	33	0	0	3	201
Realized range-based estimation of integrated variance	1	1	3	106	2	4	13	339
Total Journal Articles	1	3	15	351	3	9	51	1,393

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Statistics updated 2025-06-06