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Hautsch, Nikolaus
15
Podolskij, Mark
8
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4
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3
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2
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2
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Journal of econometrics
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3
Journal of empirical finance
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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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/10010109050
Saved in:
2
Bias-correcting the realized range-based variance in the presence of market microstructure noise
Christensen, Kim
;
Podolskij, Mark
;
Vetter, Mathias
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 239-268
Persistent link: https://www.econbiz.de/10008211979
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3
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
Christensen, Kim
;
Kinnebrock, Silja
;
Podolskij, Mark
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 116-134
Persistent link: https://www.econbiz.de/10008455133
Saved in:
4
Realised quantile-based estimation of the integrated variance
Christensen, Kim
;
Oomen, Roel
;
Podolskij, Mark
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 74-99
Persistent link: https://www.econbiz.de/10008455135
Saved in:
5
Understanding limit theorems for semimartingales: a short survey
Podolskij, Mark
;
Vetter, Mathias
- In:
Statistica Neerlandica : journal of the Netherlands …
64
(
2010
)
3
,
pp. 329-352
Persistent link: https://www.econbiz.de/10008436729
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6
Testing the parametric form of the volatility in continuous time diffusion models—a stochastic process approach
Dette, Holger
;
Podolskij, Mark
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10007899831
Saved in:
7
Realized range-based estimation of integrated variance
Christensen, Kim
;
Podolskij, Mark
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 323-349
Persistent link: https://www.econbiz.de/10007859786
Saved in:
8
Testing the parametric form of the volatility in continuous time diffusion models—a stochastic process approach
Dette, Holger
;
Podolskij, Mark
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 56-74
Persistent link: https://www.econbiz.de/10008881150
Saved in:
9
Econometric analysis of financial transaction data: Pitfalls and opportunities
Hautsch, Nikolaus
;
Pohlmeier, Winfried
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
1
,
pp. 5-30
Persistent link: https://www.econbiz.de/10006561474
Saved in:
10
Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery
Hautsch, Nikolaus
;
Hess, Dieter
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 189-208
Persistent link: https://www.econbiz.de/10007614817
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