Kim Christensen | DeepAI

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Featured Co-authors

Jing Liang
29 publications
Mark Podolskij
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Mikko S. Pakkanen
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Ruiqi Li
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Bezirgen Veliyev
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Mikkel Slot Nielsen
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Anine E. Bolko
1 publication
Qing Yao
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Shaodong Ma
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Wanru Jing
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research

∙ 11/02/2022

Effects of syndication network on specialisation and performance of venture capital firms

The Chinese venture capital (VC) market is a young and rapidly expanding...

0 Qing Yao, et al. ∙

research

∙ 03/04/2021

High-dimensional estimation of quadratic variation based on penalized realized variance

In this paper, we develop a penalized realized variance (PRV) estimator ...

0 Kim Christensen, et al. ∙

research

∙ 10/09/2020

Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures

In this paper, we develop a generalized method of moments approach for j...

0 Anine E. Bolko, et al. ∙