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A statistical model of the global carbon budget
Bennedsen, Mikkel; Hillebrand, Eric; Koopman, Siem Jan - 2020
Persistent link: https://www.econbiz.de/10012433959
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A weak limit theorem for numerical approximation of Brownian semi-stationary processes
Podolskij, Mark; Thamrongrat, Nopporn - 2015
Persistent link: https://www.econbiz.de/10011398537
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Limit theorems for stationary increments Lévy driven moving averages
Basse-O'Connor, Andreas; Lachièze-Rey, Raphaël; … - 2015
Persistent link: https://www.econbiz.de/10011398661
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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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On spectral distribution of high dimensional covariation matrices
Heinrich, Claudio; Podolskij, Mark - 2014
Persistent link: https://www.econbiz.de/10010442408
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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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On non-standard limits of Brownian semi-stationary processes
Gärtner, Kerstin; Podolskij, Mark - 2014
Persistent link: https://www.econbiz.de/10010442436
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Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel; Lunde, Asger; Pakkanen, Mikko S. - 2017
Persistent link: https://www.econbiz.de/10011706192
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Edgeworth expansion for Euler approximation of continuous diffusion processes
Podolskij, Mark; Veliyev, Bezirgen; Yoshida, Nakahiro - 2018
Persistent link: https://www.econbiz.de/10011946254
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Level shifts in volatility and the implied-realized volatility relation
Christensen, Bent Jesper; Santucci de Magistris, Paolo - 2010
Persistent link: https://www.econbiz.de/10008651637