Access Statistics for Roel C.A. Oomen

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
A blocking and regularization approach to high dimensional realized covariance estimation	0	0	0	92	0	1	3	241
Realised Quantile-Based Estimation of the Integrated Variance	0	0	0	101	0	0	11	326
Statistical Models for High Frequency Security Prices	0	0	0	569	0	0	26	1,465
Using High Frequency Data to Calculate, Model and Forecast Realized Volatility	0	0	0	0	0	2	5	2,288
Using high frequency stock market index data to calculate, model and forecast realized return variance	0	1	1	350	0	2	3	1,209
Total Working Papers	0	1	1	1,112	0	5	48	5,529

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Comment	0	0	0	24	0	0	0	78
Estimating Latent Variables and Jump Diffusion Models Using High-Frequency Data	0	1	1	80	0	1	2	208
Properties of Bias-Corrected Realized Variance Under Alternative Sampling Schemes	0	0	0	55	0	0	0	202
Properties of Realized Variance Under Alternative Sampling Schemes	0	0	3	129	1	2	8	346
Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time?	0	0	0	101	0	0	2	254
Testing for jumps when asset prices are observed with noise-a "swap variance" approach	0	3	10	172	0	8	57	563
Zero-intelligence realized variance estimation	0	0	5	155	0	1	12	352
Total Journal Articles	0	4	19	716	1	12	81	2,003

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Statistics updated 2023-12-04