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Griffin, Jim E.
 SSRN Author Rank: 14,311 by Downloads
 Lecturer in Statistics
 

University of Kent


 Cornwallis Building
 Canterbury, Kent CT2 7NF
 United Kingdom
 HOME PAGE: http://www.kent.ac.uk/ims/personal/jeg28/index.htm
 email address

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. Griffin, Jim E.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,578		 Total
Citations
41
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Covariance Measurement in the Presence of Non-Synchronous Trading and Market Microstructure Noise | Show Abstract | Download |
Journal of Econometrics, Vol. 160, No. 1, pp. 58-68, 2011
Accepted Paper Series
Griffin, Jim E.
University of Kent
Oomen, Roel C. A.
Deutsche Bank AG
Posted:
07 Jul 06
Last Revised:
15 Dec 10
586
(20,843) 		18
2.  
Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time? | Show Abstract | Download |
Econometric Reviews, Vol. 27, No. 1, pp. 230-253, 2008
Accepted Paper Series
Griffin, Jim E.
University of Kent
Oomen, Roel C. A.
Deutsche Bank AG
Posted:
06 Jun 06
Last Revised:
08 Jul 08
372
(37,671) 		10
3.  
Kalli, Maria
Canterbury Christ Church University College - Business School
Griffin, Jim E.
University of Kent
Posted:
30 Jan 12
177
(84,968) 		 
4.  
Delatola, Eleni-Ioanna
University of Kent, Canterbury
Griffin, Jim E.
University of Kent
Posted:
25 Aug 10
Last Revised:
26 Sep 11
174
(86,385) 		 
5.  
Kalli, Maria
Canterbury Christ Church University College - Business School
Griffin, Jim E.
University of Kent
Posted:
28 Feb 11
109
(128,387) 		 
6.  
Delatola, Eleni-Ioanna
University of Kent, Canterbury
Griffin, Jim E.
University of Kent
Posted:
22 Nov 11
106
(131,005) 		 
7.  
Griffin, Jim E.
University of Kent
Oomen, Roel C. A.
Deutsche Bank AG
Posted:
26 Jul 09
Last Revised:
27 Jul 09
54
(195,419) 		13

Records 1 - 7 of 7 matches
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