Assistant professor
MSc, Aarhus School of Business, 2003
PhD, Aarhus School of Business, University of Aarhus, 2007
Kim Christensen is part-time teacher at Department of Marketing and Statistics.
Research areas
- High-Frequency data
- Range-based variance
- Realized variance
- Volatility modeling
Current research
Bias-correcting the realized range-based variance in the presence of market microstructure noise
Realized range-based estimation of integrated variance
Range-based estimation of quadratic variation
Teaching Area
Business statistics
Principal Occupation
Assistant professor