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~person:"Christensen, Kim"
~subject:"Bias correction"
~subject:"Schätzung"
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Christensen, Kim
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Bias-correcting the realized range-based variance in the presence of market microstructure noise
Christensen, Kim
;
Podolskij, Mark
;
Vetter, Mathias
- In:
Finance and Stochastics
13
(
2009
)
2
,
pp. 239-268
Persistent link: https://www.econbiz.de/10005613461
Saved in:
2
Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
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3
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
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