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 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
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


Statistics updated 2021-01-03