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	1	1	2	244
Realised Quantile-Based Estimation of the Integrated Variance	0	0	0	101	1	1	1	329
Statistical Models for High Frequency Security Prices	0	0	0	569	1	1	2	1,469
Using High Frequency Data to Calculate, Model and Forecast Realized Volatility	0	0	0	0	2	2	6	2,296
Using high frequency stock market index data to calculate, model and forecast realized return variance	0	0	0	350	0	0	0	1,215
Total Working Papers	0	0	0	1,112	5	5	11	5,553

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	79
Estimating Latent Variables and Jump Diffusion Models Using High-Frequency Data	0	0	0	81	0	0	2	211
Properties of Bias-Corrected Realized Variance Under Alternative Sampling Schemes	0	0	0	55	0	0	1	205
Properties of Realized Variance Under Alternative Sampling Schemes	0	0	0	130	1	1	1	350
Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time?	0	0	0	101	0	0	2	257
Testing for jumps when asset prices are observed with noise-a "swap variance" approach	0	0	0	175	0	1	4	575
Zero-intelligence realized variance estimation	1	1	5	160	4	4	11	370
Total Journal Articles	1	1	5	726	5	6	21	2,047

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05