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
Asymptotic theory for range-based estimation of integrated variance of a continuous semi-martingale 0 0 0 23 0 0 1 170
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 1 2 110
Fact or friction: Jumps at ultra high frequency 0 0 1 98 2 3 7 250
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 1 1 4 365
Range-Based Estimation of Quadratic Variation 0 0 0 30 1 1 3 146
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 1 2 34
Total Working Papers 0 0 2 440 4 8 25 1,736


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 0 2 15 1 1 3 69
Bias-correcting the realized range-based variance in the presence of market microstructure noise 0 0 1 41 1 2 5 156
Fact or friction: Jumps at ultra high frequency 1 1 7 119 2 3 15 378
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 2 4 12 222
Realised quantile-based estimation of the integrated variance 0 0 0 33 1 1 3 202
Realized range-based estimation of integrated variance 1 3 4 108 3 7 15 344
Total Journal Articles 2 5 16 355 10 18 55 1,408


Statistics updated 2025-08-05