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Silja Kinnebrock · Study

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Silja Kinnebrock

4 works· latest 2010· 1 institutionscluster: provisional

h-index4

i104

Citations617

Works here4

07

08

10

Most cited in this library

Measuring Downside Risk - Realised Semivariance2008 · 261 citations
Measuring Downside Risk – Realized Semivariance*2010 · 231 citations
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data2010 · 69 citations
A note on the central limit theorem for bipower variation of general functions2007 · 56 citations

Works

4 shown

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

Journal of Econometrics·2010·2 authors·Open access

69citations

Measuring Downside Risk – Realized Semivariance*

Oxford University Press eBooks·2010·3 authors·chapter

231citations

Measuring Downside Risk - Realised Semivariance

SSRN Electronic Journal·2008·3 authors·preprint·Open access

261citations

A note on the central limit theorem for bipower variation of general functions

Stochastic Processes and their Applications·2007·2 authors·Open access

56citations