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~isPartOf:"Econometric theory"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial economics"
~person:"Podolskij, Mark"
~subject:"Estimation"
~subject:"Volatilität"
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Podolskij, Mark
Bandi, Federico M.
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Econometric theory
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial economics
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1
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Journal of econometrics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
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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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2
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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