Browsing All of EconStor by Author Christensen, Kim
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
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; RenĂ², Roberto |