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Kim Christensen

SSRN Author Rank: 18,810 by Downloads and 5,835 by Citations

 PhD
 

Aarhus University - CREATES


 Department of Economics and Business Economics
 Fuglesangs Allé 4
 Aarhus V, 8210
 Denmark
 email address

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. Kim Christensen's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,836
Total
Citations
86
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Fact or Friction: Jumps at Ultra High Frequency | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Economics (2014), vol. 114 (3), pp. 576-599.
Number of Pages in PDF File: 44
Christensen, Kim
Aarhus University - CREATES
Oomen, Roel C. A.
Deutsche Bank AG (London)
Podolskij, Mark
University of Aarhus - School of Economics and Management
Posted:
22 May 11
Last Revised:
19 Jul 16
499
(34,971)
5

2.  
Realised Quantile-Based Estimation of the Integrated Variance | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Econometrics, Vol 159, No. 1, pp. 74-98, 2010
Number of Pages in PDF File: 54
Christensen, Kim
Aarhus University - CREATES
Oomen, Roel C. A.
Deutsche Bank AG (London)
Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
Posted:
21 Jan 08
Last Revised:
29 Oct 10
282
(77,484)
18

3.  
Realized Range-Based Estimation of Integrated Variance | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Econometrics, Vol. 141, No. 2, 2007
Number of Pages in PDF File: 40
Christensen, Kim
Aarhus University - CREATES
Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
Posted:
09 Jun 05
Last Revised:
06 Sep 10
250
(91,098)
25

4.  
Asymptotic Theory of Range-Based Multipower Variation | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Econometrics, Forthcoming
Number of Pages in PDF File: 53
Christensen, Kim
Aarhus University - CREATES
Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
Posted:
20 Apr 06
Last Revised:
26 Nov 11
241
(92,604)
 

5.  
Christensen, Kim
Aarhus University - CREATES
Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
Vetter, Mathias
Ruhr Universität Bochum
Posted:
11 Oct 06
Last Revised:
06 Sep 10
179
(123,705)
4

6.  
Christensen, Kim
Aarhus University - 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
76
(223,154)
10

7.  
Christensen, Kim
Aarhus University - CREATES
Oomen, Roel C. A.
Deutsche Bank AG (London)
Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
Posted:
09 May 09
Last Revised:
30 Sep 09
54
(282,708)
19

8.  
Christensen, Kim
Aarhus University - CREATES
Oomen, Roel C. A.
Deutsche Bank AG (London)
Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
Posted:
20 Nov 12
Last Revised:
29 Jan 13
46
(273,381)
3

9.  
Christensen, Kim
Aarhus University - CREATES
Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
Vetter, Mathias
Ruhr Universität Bochum
Posted:
04 May 12
Last Revised:
14 Jun 14
15
(387,337)
2

10.  
Inference from High-Frequency Data: A Subsampling Approach | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Econometrics, Forthcoming
Number of Pages in PDF File: 73
Christensen, Kim
Aarhus University - CREATES
Podolskij, Mark
University of Aarhus - School of Economics and Management
Thamrongrat, Nopporn
University of Heidelberg
Veliyev, Bezirgen
Aarhus University
Posted:
26 Sep 15
Last Revised:
19 Jul 16
4
(306,007)
 

11.  
Christensen, Kim
Aarhus University - CREATES
Oomen, Roel C. A.
Deutsche Bank AG (London)
Renò, Roberto
University of Verona - Department of Economics
Posted:
24 Sep 16
0
(436,554)
 

12.  
Christensen, Kim
Aarhus University - CREATES
Hounyo, Ulrich
University of Aarhus - CREATES
Podolskij, Mark
University of Aarhus - School of Economics and Management
Posted:
07 Sep 16
0
(411,524)
 


Records 1 - 12 of 12 matches
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