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Search: person:"Podolskij, M."
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Theorie
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Podolskij, Mark
48
Christensen, Kim
12
Vetter, Mathias
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Christensen, Kimberly
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Hautsch, Nikolaus
4
Jacod, Jean
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Hounyo, Ulrich
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Oomen, Roel
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Rosenbaum, Mathieu
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Thamrongrat, Nopporn
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Veliyev, Bezirgen
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Yoshida, Nakahiro
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Barndorff-Nielsen, Ole E.
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Basse-O'Connor, Andreas
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Corcuera, José Manual
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Kinnebrock, Silja
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Fissler, Tobias
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Lebovits, Joachim
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Li, Yingying
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Mykland, Per A.
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Nourdin, Ivan
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Oomen, Roel C. A.
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Pakkanen, Mikko S.
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Peccati, Giovanni
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Podolskij, M.
1
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CREATES research paper
28
Journal of econometrics
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Statistical Inference for Stochastic Processes
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ECONIS (ZBW)
48
RePEc
1
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1
Edgeworth expansion for Euler approximation of continuous diffusion processes
Podolskij, Mark
;
Veliyev, Bezirgen
;
Yoshida, Nakahiro
-
2018
Persistent link: https://www.econbiz.de/10011946254
Saved in:
2
Is the diurnal pattern sufficient to explain the intraday variation in volatility? : a nonparametric assessment
Christensen, Kimberly
;
Hounyo, Ulrich
;
Podolskij, Mark
-
2017
Persistent link: https://www.econbiz.de/10011721051
Saved in:
3
Testing for heteroscedasticity in jumpy and noisy high-frequency data : a resampling approach
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
-
2016
Persistent link: https://www.econbiz.de/10011541690
Saved in:
4
Estimation of the global regularity of a multifractional Brownian motion
Lebovits, Joachim
;
Podolskij, Mark
-
2016
Persistent link: https://www.econbiz.de/10011573309
Saved in:
5
Edgeworth expansion for the pre-averaging estimator
Podolskij, Mark
;
Veliyev, Bezirgen
;
Yoshida, Nakahiro
-
2015
Persistent link: https://www.econbiz.de/10011409117
Saved in:
6
On u- and v-statistics for discontinuous Itô semimartingales
Podolskij, Mark
;
Schmidt, Christian
;
Vetter, Mathias
-
2015
Persistent link: https://www.econbiz.de/10011398532
Saved in:
7
A weak limit theorem for numerical approximation of Brownian semi-stationary processes
Podolskij, Mark
;
Thamrongrat, Nopporn
-
2015
Persistent link: https://www.econbiz.de/10011398537
Saved in:
8
Limit theorems for stationary increments Lévy driven moving averages
Basse-O'Connor, Andreas
;
Lachièze-Rey, Raphaël
; …
-
2015
Persistent link: https://www.econbiz.de/10011398661
Saved in:
9
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
Saved in:
10
Inference from high-frequency data : a subsampling approach
Christensen, Kim
;
Podolskij, Mark
;
Thamrongrat, Nopporn
; …
-
2015
Persistent link: https://www.econbiz.de/10011343488
Saved in:
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