| . |
Christensen, Kim's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
1,354 |
Total
Citations
93 |
|
|
|
|
|
1.
|
|
|
Christensen, Kim
University of Aarhus - CREATES Oomen, Roel C. A.
Deutsche Bank AG Podolskij, Mark
University of Aarhus - School of Economics and Management
|
| Posted: |
|
22 May 11
|
|
Last Revised:
|
|
20 Feb 13
|
|
307
(46,853)
|
6
|
|
| |
|
| |
jump variation, high-frequency data, market microstructure noise, pre-averaging, realised variation, outliers
|
|
|
2.
|
|
|
Christensen, Kim
University of Aarhus - CREATES Oomen, Roel C. A.
Deutsche Bank AG Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
|
| Posted: |
|
21 Jan 08
|
|
Last Revised:
|
|
29 Oct 10
|
|
270
(54,321)
|
20
|
|
| |
|
| |
Finite activity jumps, Integrated variance, Market micro-structure noise, Order statistics, Realised variance
|
|
|
3.
|
|
|
Christensen, Kim
University of Aarhus - CREATES Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
|
| Posted: |
|
09 Jun 05
|
|
Last Revised:
|
|
06 Sep 10
|
|
239
(62,079)
|
26
|
|
| |
|
| |
Central Limit Theorem, Continuous Semimartingales, Integrated Variance, Realized Range-Based Variance, Realized Variance
|
|
|
4.
|
|
|
Christensen, Kim
University of Aarhus - CREATES Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
|
| Posted: |
|
20 Apr 06
|
|
Last Revised:
|
|
26 Nov 11
|
|
225
(66,252)
|
|
|
| |
|
| |
High-frequency data, Integrated variance, Realised multipower variation, Realised range-based multipower variation, Quadratic variation
|
|
|
5.
|
|
|
Christensen, Kim
University of Aarhus - CREATES Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics Vetter, Mathias
University of Bochum
|
| Posted: |
|
11 Oct 06
|
|
Last Revised:
|
|
06 Sep 10
|
|
170
(87,381)
|
4
|
|
| |
|
| |
Bias-correction, Integrated variance, Market microstructure noise, Realized range-based variance, Realized variance
|
|
|
6.
|
|
|
Christensen, Kim
University of Aarhus - CREATES Kinnebrock, Silja
University of Oxford Podolskij, Mark
University of Aarhus - School of Economics and Management
|
| Posted: |
|
07 Oct 09
|
|
Last Revised:
|
|
26 May 10
|
|
71
(167,859)
|
10
|
|
| |
|
| |
Central limit theorem, Diffusion models, High-frequency data, Market microstructure noise, Non-synchronous trading, Pre-averaging, Realised covariance
|
|
|
7.
|
|
|
Christensen, Kim
University of Aarhus - CREATES Oomen, Roel C. A.
Deutsche Bank AG Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
|
| Posted: |
|
09 May 09
|
|
Last Revised:
|
|
30 Sep 09
|
|
51
(198,542)
|
21
|
|
| |
|
| |
|
|
|
8.
|
|
|
Christensen, Kim
University of Aarhus - CREATES Oomen, Roel C. A.
Deutsche Bank AG Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
|
| Posted: |
|
20 Nov 12
|
|
Last Revised:
|
|
29 Jan 13
|
|
15
(292,765)
|
5
|
|
| |
|
| |
|
|
|
9.
|
|
|
Christensen, Kim
University of Aarhus - CREATES Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics Vetter, Mathias
University of Bochum
|
|
6
(322,331)
|
1
|
|
| |
|
| |
Central limit theorem, Hayashi-Yoshida estimator, high frequency observations, Itô semimartingale, pre-averaging, stable convergence
|
|
Records 1 -
9
of 9 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo3 in 0.219 seconds
|
