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Stochastic process
Theorie
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Podolskij, Mark
21
Barndorff-Nielsen, Ole E.
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Corcuera, José Manuel
4
Rosenbaum, Mathieu
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Basse-O'Connor, Andreas
2
Christensen, Kimberly
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Corcuera, José Manual
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Thamrongrat, Nopporn
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Yoshida, Nakahiro
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ECONIS (ZBW)
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Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003849554
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2
Goodness-of-fit testing for fractional diffusions
Podolskij, Mark
;
Wasmuth, Katrin
-
2012
Persistent link: https://www.econbiz.de/10009524094
Saved in:
3
Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
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4
Edgeworth expansion for functionals of continuous diffusion processes
Podolskij, Mark
;
Yoshida, Nakahiro
-
2013
Persistent link: https://www.econbiz.de/10010195693
Saved in:
5
Limit theorems for functionals of higher order differences of Brownian semi-stationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003914217
Saved in:
6
Testing the local volatility assumption : a statistical approach
Podolskij, Mark
;
Rosenbaum, Mathieu
- In:
Annals of finance
8
(
2012
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10009510584
Saved in:
7
Testing the local volatility assumption : a statistical approach
Podolskij, Mark
;
Rosenbaum, Mathieu
-
2011
Persistent link: https://www.econbiz.de/10008807427
Saved in:
8
Testing the maximal rank of the volatility process for continuous diffusions observed with noise
Fissler, Tobias
;
Podolskij, Mark
-
2014
Persistent link: https://www.econbiz.de/10010442414
Saved in:
9
On non-standard limits of Brownian semi-stationary processes
Gärtner, Kerstin
;
Podolskij, Mark
-
2014
Persistent link: https://www.econbiz.de/10010442436
Saved in:
10
Fact or friction : jumps at ultra high frequency
Christensen, Kimberly
;
Oomen, Roel C. A.
;
Podolskij, Mark
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 576-599
Persistent link: https://www.econbiz.de/10010532687
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