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	1	1	2	140
Bias-Correcting the Realized Range-Based Variance in the Presence of Market Microstructure Noise	0	0	0	11	0	1	2	110
Fact or friction: Jumps at ultra high frequency	0	0	1	98	1	1	7	248
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	0	6	0	0	2	41
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
Range-Based Estimation of Quadratic Variation	0	0	0	30	0	0	2	145
Realised Quantile-Based Estimation of the Integrated Variance	0	0	0	101	0	0	0	328
Realised quantile-based estimation of the integrated variance	0	0	0	3	0	2	2	34
Total Working Papers	0	0	2	440	2	6	23	1,732

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	2	68
Bias-correcting the realized range-based variance in the presence of market microstructure noise	0	0	1	41	1	1	4	155
Fact or friction: Jumps at ultra high frequency	0	2	7	118	1	3	15	376
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	1	1	2	35	1	2	10	220
Realised quantile-based estimation of the integrated variance	0	0	0	33	0	0	2	201
Realized range-based estimation of integrated variance	1	2	3	107	2	5	13	341
Total Journal Articles	2	5	15	353	5	11	48	1,398

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Statistics updated 2025-07-04