Access Statistics for Kim Christensen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data 11 11 11 11 9 9 9 9
Realised Quantile-Based Estimation of the Integrated Variance 1 8 18 18 5 20 36 36
Total Working Papers 12 19 29 29 14 29 45 45


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bias-correcting the realized range-based variance in the presence of market microstructure noise 3 4 12 12 3 6 25 25
Realized range-based estimation of integrated variance 0 2 17 26 2 4 41 66
Total Journal Articles 3 6 29 38 5 10 66 91


Statistics updated 2009-11-04