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	3	5	7	176
Asymptotic theory of range-based multipower variation	0	0	0	36	2	3	5	144
Bias-Correcting the Realized Range-Based Variance in the Presence of Market Microstructure Noise	0	0	0	11	5	6	9	118
Fact or friction: Jumps at ultra high frequency	0	0	0	98	2	6	12	257
Inference from high-frequency data: A subsampling approach	0	0	0	36	2	4	4	98
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes	0	0	0	15	1	3	6	63
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data	0	0	0	6	1	3	6	46
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data	0	0	0	81	1	9	14	378
Range-Based Estimation of Quadratic Variation	0	0	0	30	3	4	5	150
Realised Quantile-Based Estimation of the Integrated Variance	0	0	0	101	1	4	8	336
Realised quantile-based estimation of the integrated variance	0	0	0	3	0	4	7	39
Total Working Papers	0	0	0	440	21	51	83	1,805

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	1	1	16	4	8	12	80
Bias-correcting the realized range-based variance in the presence of market microstructure noise	0	0	0	41	4	6	12	165
Fact or friction: Jumps at ultra high frequency	1	2	6	121	3	8	16	388
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes	0	0	0	4	4	6	7	43
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data	0	0	1	35	3	7	14	232
Realised quantile-based estimation of the integrated variance	0	0	0	33	4	4	8	209
Realized range-based estimation of integrated variance	0	0	3	108	3	4	17	352
Total Journal Articles	1	3	11	358	25	43	86	1,469

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Statistics updated 2026-02-12