Scholar
Kim Christensen
Google Scholar ID: KV2BfOIAAAAJ
Imperial College London
Complexity & Networks Science
Statitical Physics
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Citations
8,300
H-index
34
i10-index
59
Publications
20
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0
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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
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Resume (English only)
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