Rasmus Tangsgaard Varneskov
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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!
| Publication | Date of Publication | Type |
|---|---|---|
| Flat-Top Realized Kernel Estimation of Quadratic Covariation With Nonsynchronous and Noisy Asset Prices Journal of Business and Economic Statistics | 2025-01-20 | Paper |
| Estimating the quadratic variation spectrum of noisy asset prices using generalized flat-top realized kernels Econometric Theory | 2017-10-25 | Paper |
| Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination Journal of Econometrics | 2017-03-10 | Paper |
Research outcomes over time
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