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person:"Hobson, David G."
~person:"Podolskij, Mark"
~person:"Zhang, Hui Jun"
~subject:"Volatilität"
~type_genre:"Working Paper"
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Hobson, David G.
Podolskij, Mark
Zhang, Hui Jun
Jacod, Jean
3
Bollerslev, Tim
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ECONIS (ZBW)
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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
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2
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
Saved in:
3
A test for the rank of the volatility process : the random perturbation approach
Jacod, Jean
;
Podolskij, Mark
-
2012
Persistent link: https://www.econbiz.de/10009682608
Saved in:
4
Testing the local volatility assumption : a statistical approach
Podolskij, Mark
;
Rosenbaum, Mathieu
-
2011
Persistent link: https://www.econbiz.de/10008807427
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5
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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