Access Statistics for Roel C.A. Oomen

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
Statistical Models for High Frequency Security Prices	11	20	58	454	18	37	157	1,079
Using High Frequency Data to Calculate, Model and Forecast Realized Volatility	0	0	0	0	22	61	292	1,817
Using high frequency stock market index data to calculate, model and forecast realized return variance	3	6	36	287	6	18	106	1,009
Total Working Papers	14	26	94	741	46	116	555	3,905

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Comment	0	2	3	7	0	2	7	41
Estimating Latent Variables and Jump Diffusion Models Using High-Frequency Data	0	2	19	53	0	3	38	109
Properties of Bias-Corrected Realized Variance Under Alternative Sampling Schemes	1	2	8	24	1	4	26	87
Properties of Realized Variance Under Alternative Sampling Schemes	2	7	20	47	2	9	52	169
Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time?	2	6	15	20	4	12	33	60
Testing for jumps when asset prices are observed with noise-a "swap variance" approach	5	9	25	36	6	13	48	75
Total Journal Articles	10	28	90	187	13	43	204	541

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2009-11-04