Kim Christensen

Available identifiers

zbMath Open christensen.kimMaRDI QIDQ289155

List of research outcomes

Publication	Date of Publication	Type
High-dimensional estimation of quadratic variation based on penalized realized variance	2023-07-06	Paper
A GMM approach to estimate the roughness of stochastic volatility	2023-06-29	Paper
The drift burst hypothesis	2022-03-16	Paper
Reconstructing the intrinsic statistical properties of intermittent locomotion through corrections for boundary effects	2021-05-05	Paper
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing	2019-10-23	Paper
Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment	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	2017-03-10	Paper
Realised quantile-based estimation of the integrated variance	2016-08-04	Paper
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data	2016-08-04	Paper
Realized range-based estimation of integrated variance	2016-05-27	Paper
On covariation estimation for multivariate continuous Itō semimartingales with noise in non-synchronous observation schemes	2014-01-13	Paper
Bias-correcting the realized range-based variance in the presence of market microstructure noise	2010-04-22	Paper
Sensitivity to initial conditions in self-organized critical systems	2005-12-19	Paper
https://portal.mardi4nfdi.de/entity/Q5700674	2005-10-31	Paper
The tangled nature model as an evolving quasi-species model	2004-06-09	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Kim Christensen