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Christensen, Kim


 SSRN Author Rank: 17,588 by Downloads
 PhD
 

University of Aarhus - CREATES


 Department of Economics and Business
 Bartholins Allé 10
 Aarhus C, 8000
 Denmark
 email address

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. Christensen, Kim's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,588
Total
Citations
101
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 |
Journal of Financial Economics (JFE), Forthcoming
Number of Pages in PDF File: 44
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:
03 Feb 14
469
(35,752)
8

2.  
Realised Quantile-Based Estimation of the Integrated Variance | Show Abstract | Download This Paper |
Journal of Econometrics, Vol 159, No. 1, pp. 74-98, 2010
Number of Pages in PDF File: 54
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
278
(67,033)
20

3.  
Realized Range-Based Estimation of Integrated Variance | Show Abstract | Download This Paper |
Journal of Econometrics, Vol. 141, No. 2, 2007
Number of Pages in PDF File: 40
Christensen, Kim
University of Aarhus - CREATES
Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
Posted:
09 Jun 05
Last Revised:
06 Sep 10
243
(77,436)
28

4.  
Asymptotic Theory of Range-Based Multipower Variation | Show Abstract | Download This Paper |
Journal of Financial Econometrics, Forthcoming
Number of Pages in PDF File: 53
Christensen, Kim
University of Aarhus - CREATES
Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
Posted:
20 Apr 06
Last Revised:
26 Nov 11
240
(78,455)
 

5.  
Christensen, Kim
University of Aarhus - CREATES
Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
Vetter, Mathias
Ruhr Universität Bochum
Posted:
11 Oct 06
Last Revised:
06 Sep 10
178
(105,568)
5

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
76
(200,438)
11

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
54
(240,206)
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
35
(286,376)
5

9.  
Christensen, Kim
University of Aarhus - 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
(363,014)
3


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