//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Microstructure noise"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Podolskij, M."
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Microstructure noise
Theorie
21
Theory
21
Stochastic process
18
Stochastischer Prozess
18
Time series analysis
15
Zeitreihenanalyse
15
Estimation theory
14
Schätztheorie
14
Market microstructure
13
Marktmikrostruktur
13
Volatility
12
Volatilität
12
Martingal
11
Martingale
11
Noise Trading
10
Noise trading
10
Börsenkurs
7
Share price
7
Analysis of variance
6
Estimation
6
Schätzung
6
Varianzanalyse
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
High-frequency data
4
Pre-averaging
3
USA
3
United States
3
Bipower variation
2
Central limit theorem
2
Heteroscedasticity
2
Heteroskedastizität
2
Innovation diffusion
2
Innovationsdiffusion
2
Modellierung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Scientific modelling
2
Statistical method
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Undetermined
1
Author
All
Podolskij, Mark
3
Christensen, Kimberly
2
Christensen, Kim
1
Hounyo, Ulrich
1
Oomen, Roel C. A.
1
Podolskij, M.
1
Thamrongrat, Nopporn
1
Veliyev, B.
1
Ziggel, D.
1
more ...
less ...
Published in...
All
Journal of econometrics
2
Journal of financial economics
1
Statistical Inference for Stochastic Processes
1
Source
All
ECONIS (ZBW)
3
RePEc
1
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
Saved in:
2
Inference from high-frequency data : a subsampling approach
Christensen, Kimberly
;
Podolskij, Mark
;
Thamrongrat, Nopporn
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 245-272
Persistent link: https://www.econbiz.de/10011818358
Saved in:
3
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
Saved in:
4
New tests for jumps in semimartingale models
Podolskij, M.
;
Ziggel, D.
- In:
Statistical Inference for Stochastic Processes
13
(
2010
)
1
,
pp. 15-41
Persistent link: https://www.econbiz.de/10008533937
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->