Kim Christensen

Finance · 2007–2017

A researcher in the Science corpus: 6 papers; trusts 45 researchers and is trusted by 24 researchers here, as inferred from the citation graph.

Subfields

Whom Kim Christensen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Torben G. Andersen
  2. F. Bandi
  3. Ole E. Barndorff-Nielsen
  4. P. R. Hansen
  5. Jean Jacod
  6. N. Shephard
  7. Tim Bollerslev
  8. Asger Lunde
  9. Per Aslak Mykland
  10. Roel C. A. Oomen

Who trusts Kim Christensen overall

  1. Andrew J. Patton
  2. Mark Podolskij
  3. Markus Bibinger
  4. Xinbing Kong
  5. Kevin Sheppard
  6. Asger Lunde
  7. Silja Kinnebrock
  8. Yacine Aït-Sahalia
  9. Nikolaus Hautsch
  10. Kris Boudt

Papers from Kim Christensen's perspective

Ordered by how strongly the researchers Kim Christensen trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Separating Microstructure Noise from Volatility
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. The distribution of realized stock return volatility
  4. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
  5. The Distribution of Realized Exchange Rate Volatility
  6. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  8. Power and bipower variation with stochastic volatility and jumps
  9. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  10. The Impact of Jumps in Volatility and Returns

Their papers