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	1	18	1	3	7	149
Asymptotic theory of range-based multipower variation	0	0	0	35	0	1	3	129
Bias-Correcting the Realized Range-Based Variance in the Presence of Market Microstructure Noise	0	0	1	11	0	2	8	101
Fact or friction: Jumps at ultra high frequency	1	2	3	94	3	4	12	206
Inference from high-frequency data: A subsampling approach	0	0	1	35	1	1	7	82
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes	0	0	0	12	0	0	3	50
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data	0	1	2	5	1	2	6	31
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data	0	1	1	79	1	3	6	355
Range-Based Estimation of Quadratic Variation	0	0	1	25	2	5	12	120
Realised Quantile-Based Estimation of the Integrated Variance	0	0	0	100	1	2	9	291
Realised quantile-based estimation of the integrated variance	0	0	0	3	2	2	6	27
Total Working Papers	1	4	10	417	12	25	79	1,541

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	1	13	0	1	4	57
Bias-correcting the realized range-based variance in the presence of market microstructure noise	0	0	0	40	1	2	4	145
Fact or friction: Jumps at ultra high frequency	2	4	13	61	4	11	43	211
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes	0	0	0	4	0	0	3	27
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data	0	1	2	27	1	6	15	184
Realised quantile-based estimation of the integrated variance	0	0	2	32	1	2	8	130
Realized range-based estimation of integrated variance	0	0	3	93	0	0	11	292
Total Journal Articles	2	5	21	270	7	22	88	1,046

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Statistics updated 2021-01-03