Browsing All of EconStor by Author Podolskij, Mark
Showing results 1 to 11 of 11
| Year of Publication | Title | Author(s) |
| 2004 | Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing | Vetter, Mathias; Podolskij, Mark; Dette, Holger |
| 2004 | A central limit theorem for realised power and bipower variations of continuous semimartingales | Barndorff-Nielsen, Ole Eiler; Graversen, Svend Erik; Jacod, Jean; Podolskij, Mark |
| 2005 | Testing the parametric form of the volatility in continuous time diffusion models: an empirical process approach | Dette, Holger; Podolskij, Mark |
| 2006 | Bias-Correcting the Realized Range-Based Variance in the Presence of Market Microstructure Noise | Christensen, Kim; Podolskij, Mark; Vetter, Mathias |
| 2006 | Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps | Vetter, Mathias; Podolskij, Mark |
| 2006 | Range-Based Estimation of Quadratic Variation | Christensen, Kim; Podolskij, Mark |
| 2007 | Microstructure noise in the continuous case: the pre-averaging approach | Jacod, Jean; Li, Yingying; Mykland, Per A.; Podolskij, Mark; Vetter, Mathias |
| 2008 | Bipower-type estimation in a noisy diffusion setting | Podolskij, Mark; Vetter, Mathias |
| 2010 | Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence | Hautsch, Nikolaus; Podolskij, Mark |
| 2010 | Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence | Hautsch, Nikolaus; Podolskij, Mark |
| 2018 | Estimation of the linear fractional stable motion | Mazur, Stepan; Otryakhin, Dmitry; Podolskij, Mark |
