Kim Christensen

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
An unbounded intensity model for point processes Journal of Econometrics	2025-01-16	Paper
High-dimensional estimation of quadratic variation based on penalized realized variance Statistical Inference for Stochastic Processes	2023-07-06	Paper
A GMM approach to estimate the roughness of stochastic volatility Journal of Econometrics	2023-06-29	Paper
The drift burst hypothesis Journal of Econometrics	2022-03-16	Paper
Reconstructing the intrinsic statistical properties of intermittent locomotion through corrections for boundary effects Bulletin of Mathematical Biology	2021-05-05	Paper
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing Journal of Econometrics	2019-10-23	Paper
Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment Journal of Econometrics	2018-06-21	Paper
Correlations and hyperuniformity in the avalanche size of the Oslo Model	2017-09-30	Paper
Inference from high-frequency data: a subsampling approach Journal of Econometrics	2017-03-10	Paper
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data Journal of Econometrics	2016-08-04	Paper
Realised quantile-based estimation of the integrated variance Journal of Econometrics	2016-08-04	Paper
Realized range-based estimation of integrated variance Journal of Econometrics	2016-05-27	Paper
On covariation estimation for multivariate continuous Itō semimartingales with noise in non-synchronous observation schemes Journal of Multivariate Analysis	2014-01-13	Paper
Bias-correcting the realized range-based variance in the presence of market microstructure noise Finance and Stochastics	2010-04-22	Paper
Sensitivity to initial conditions in self-organized critical systems Journal of Statistical Physics	2005-12-19	Paper
scientific article; zbMATH DE number 2220883 (Why is no real title available?)	2005-10-31	Paper
The tangled nature model as an evolving quasi-species model Journal of Physics A: Mathematical and General	2004-06-09	Paper

Research outcomes over time

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