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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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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
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Understanding limit theorems for semimartingales: a short survey
Podolskij, Mark; Vetter, Mathias - 2009
Persistent link: https://www.econbiz.de/10003883610
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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
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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