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On u- and v-statistics for discontinuous Itô semimartingales
Podolskij, Mark; Schmidt, Christian; Vetter, Mathias - 2015
Persistent link: https://www.econbiz.de/10011398532
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Limit theorems for non-degenerate u-statistics of continuous semimartingales
Podolskij, Mark; Schmidt, Christian; Ziegel, Johanna - 2012
Persistent link: https://www.econbiz.de/10009627572
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Ambit fields : survey and new challenges
Podolskij, Mark - 2014
Persistent link: https://www.econbiz.de/10010442435
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Quantitative Breuer-Major theorems
Podolskij, Mark - 2010
Persistent link: https://www.econbiz.de/10003968414
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Pre-averaging based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus; Podolskij, Mark - 2010
Persistent link: https://www.econbiz.de/10008651782
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Title : fact or friction ; jumps at ultra high frequency
Christensen, Kim; Oomen, Roel; Podolskij, Mark - 2011
Persistent link: https://www.econbiz.de/10009125716
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Asymptotic theory of range-based multipower variation
Christensen, Kim; Podolskij, Mark - 2011
Persistent link: https://www.econbiz.de/10009385084
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Edgeworth expansion for functionals of continuous diffusion processes
Podolskij, Mark; Yoshida, Nakahiro - 2013
Persistent link: https://www.econbiz.de/10010195693
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A test for the rank of the volatility process : the random perturbation approach
Jacod, Jean; Podolskij, Mark - 2012
Persistent link: https://www.econbiz.de/10009785770
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Asymptotic theory for Brownian semi-stationary processes with application to turbulence
Corcuera, José Manuel; Hedevang, Emil; Pakkanen, Mikko S. - 2012
Persistent link: https://www.econbiz.de/10009667365