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subject:"Time series analysis"
~accessRights:"free"
~isPartOf:"CREATES research paper"
~person:"Dufays, Arnaud"
~person:"Podolskij, Mark"
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Time series analysis
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7
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Dufays, Arnaud
Podolskij, Mark
Grassi, Stefano
5
Johansen, Søren
5
Santucci de Magistris, Paolo
5
Haldrup, Niels
4
Kruse, Robinson
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Bredahl Kock, Anders
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Ergemen, Yunus Emre
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Hillebrand, Eric
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Noriega-Muro, Antonio E.
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Rossi, Eduardo
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Yang, Yukai
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CREATES research paper
CORE discussion papers : DP
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
CFS working paper series
1
CIRANO - Scientific Publication
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ECONIS (ZBW)
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On critical cases in limit theory for stationary increments Lévy driven moving averages
Basse-O'Connor, Andreas
;
Podolskij, Mark
-
2015
Persistent link: https://www.econbiz.de/10011398667
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2
On spectral distribution of high dimensional covariation matrices
Heinrich, Claudio
;
Podolskij, Mark
-
2014
Persistent link: https://www.econbiz.de/10010442408
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3
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2011
Persistent link: https://www.econbiz.de/10009382620
Saved in:
4
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
Saved in:
5
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
Christensen, Kim
;
Kinnebrock, Silja
;
Podolskij, Mark
-
2009
Persistent link: https://www.econbiz.de/10003883608
Saved in:
6
Understanding limit theorems for semimartingales: a short survey
Podolskij, Mark
;
Vetter, Mathias
-
2009
Persistent link: https://www.econbiz.de/10003883610
Saved in:
7
Realised quantile-based estimation of the integrated variance
Christensen, Kim
;
Oomen, Roel
;
Podolskij, Mark
-
2009
Persistent link: https://www.econbiz.de/10003849570
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