The following pages link to Kim Christensen (Q289155):
Displayed 18 items.
- Realized range-based estimation of integrated variance (Q289157) (← links)
- Item:Q289155 (redirect page) (← links)
- On covariation estimation for multivariate continuous Itō semimartingales with noise in non-synchronous observation schemes (Q391800) (← links)
- Item:Q289155 (redirect page) (← links)
- Inference from high-frequency data: a subsampling approach (Q515131) (← links)
- Realised quantile-based estimation of the integrated variance (Q736690) (← links)
- Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data (Q736693) (← links)
- Reconstructing the intrinsic statistical properties of intermittent locomotion through corrections for boundary effects (Q829286) (← links)
- Bias-correcting the realized range-based variance in the presence of market microstructure noise (Q964674) (← links)
- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
- The drift burst hypothesis (Q2116347) (← links)
- The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
- Sensitivity to initial conditions in self-organized critical systems (Q2577183) (← links)
- The tangled nature model as an evolving quasi-species model (Q4466090) (← links)
- (Q5700674) (← links)
- A GMM approach to estimate the roughness of stochastic volatility (Q6108276) (← links)
- High-dimensional estimation of quadratic variation based on penalized realized variance (Q6166018) (← links)
- Correlations and hyperuniformity in the avalanche size of the Oslo Model (Q6291978) (← links)