Scholar

Kim Christensen

Google Scholar ID: KV2BfOIAAAAJ

Imperial College London

Complexity & Networks ScienceStatitical Physics

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Citations & Impact

All-time

Citations

8,300

H-index

34

i10-index

59

Publications

20

Co-authors

0

Contact

No contact links provided.

Publications

13 items

On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes

2026

Cited

0

Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data

2026

Cited

0

Asymptotic theory of range-based multipower variation

2026

Cited

0

Warp speed price moves: Jumps after earnings announcements

Journal of Financial Economics · 2025

Cited

4

Do designated market makers provide liquidity during downward extreme price movements?

Journal of financial markets · 2025

Cited

0

Correction to: A Machine Learning Approach to Volatility Forecasting

Journal of Financial Econometrics · 2022

Cited

1

The Realized Empirical Distribution Function of Stochastic Variance with Application to Goodness-of-Fit Testing

Journal of Econometrics · 2018

Cited

22

The Drift Burst Hypothesis

Journal of Econometrics · 2016

Cited

64

Resume (English only)

Co-authors

0 total

Co-authors: 0 (list not available)