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	1	1	2	171
Asymptotic theory of range-based multipower variation	0	0	0	36	0	1	2	140
Bias-Correcting the Realized Range-Based Variance in the Presence of Market Microstructure Noise	0	0	0	11	0	0	2	110
Fact or friction: Jumps at ultra high frequency	0	0	1	98	1	4	8	251
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	1	1	3	59
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data	0	0	0	6	1	1	3	42
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data	0	0	1	81	1	2	4	366
Range-Based Estimation of Quadratic Variation	0	0	0	30	0	1	2	146
Realised Quantile-Based Estimation of the Integrated Variance	0	0	0	101	1	1	1	329
Realised quantile-based estimation of the integrated variance	0	0	0	3	1	1	3	35
Total Working Papers	0	0	2	440	7	13	30	1,743

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	1	3	69
Bias-correcting the realized range-based variance in the presence of market microstructure noise	0	0	1	41	1	3	6	157
Fact or friction: Jumps at ultra high frequency	0	1	6	119	1	4	14	379
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes	0	0	0	4	0	0	2	37
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data	0	1	2	35	0	3	11	222
Realised quantile-based estimation of the integrated variance	0	0	0	33	0	1	2	202
Realized range-based estimation of integrated variance	0	2	4	108	1	6	16	345
Total Journal Articles	0	4	15	355	3	18	54	1,411

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Statistics updated 2025-09-05