Browsen in EconStor gesamt nach Autor:innen Christensen, Kim
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Erscheinungsjahr | Titel | Autor:innen |
2005 | Asymptotic theory for range-based estimation of integrated variance of a continuous semi-martingale | Christensen, Kim; Podolski, Mark |
2006 | Bias-Correcting the Realized Range-Based Variance in the Presence of Market Microstructure Noise | Christensen, Kim; Podolskij, Mark; Vetter, Mathias |
2006 | Range-Based Estimation of Quadratic Variation | Christensen, Kim; Podolskij, Mark |
2022 | Do designated market makers provide liquidity during a flash crash? | Bellia, Mario; Christensen, Kim; Kolokolov, Aleksey; Pelizzon, Loriana; Renò, Roberto |