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 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
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


Statistics updated 2025-07-04