Silja Kinnebrock

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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!

PublicationDate of PublicationType
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
Journal of Econometrics
2016-08-04Paper
Measuring downside risk -- realized semivariance2011-12-01Paper
A note on the central limit theorem for bipower variation of general functions
Stochastic Processes and their Applications
2008-06-10Paper


Research outcomes over time


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