Access Statistics for Kim Christensen
Author contact details at EconPapers.
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Asymptotic Theory of Range-Based Multipower Variation | 0 | 1 | 2 | 15 | 0 | 1 | 4 | 68 |
| Bias-correcting the realized range-based variance in the presence of market microstructure noise | 0 | 1 | 1 | 41 | 0 | 2 | 2 | 153 |
| Fact or friction: Jumps at ultra high frequency | 1 | 1 | 7 | 116 | 1 | 3 | 18 | 373 |
| On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes | 0 | 0 | 0 | 4 | 0 | 1 | 1 | 36 |
| Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data | 0 | 1 | 1 | 34 | 0 | 2 | 8 | 218 |
| Realised quantile-based estimation of the integrated variance | 0 | 0 | 0 | 33 | 0 | 0 | 3 | 201 |
| Realized range-based estimation of integrated variance | 0 | 0 | 4 | 105 | 0 | 3 | 12 | 335 |
| Total Journal Articles | 1 | 4 | 15 | 348 | 1 | 12 | 48 | 1,384 |
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