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Podolskij, Mark
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A central limit theorem for realised power and bipower variations of continuous semimartingales
Barndorff-Nielsen, Ole Eiler
;
Graversen, Svend Erik
; …
-
2004
Central limit theorem, quadratic variation, bipower variation
Persistent link: https://www.econbiz.de/10010296635
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2
Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003849554
Saved in:
3
Understanding limit theorems for semimartingales: a short survey
Podolskij, Mark
;
Vetter, Mathias
-
2009
Persistent link: https://www.econbiz.de/10003883610
Saved in:
4
Testing the local volatility assumption : a statistical approach
Podolskij, Mark
;
Rosenbaum, Mathieu
-
2011
Persistent link: https://www.econbiz.de/10008807427
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5
Realized range-based estimation of integrated variance
Christensen, Kimberly
;
Podolskij, Mark
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 323-349
Persistent link: https://www.econbiz.de/10003571292
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6
Testing the local volatility assumption : a statistical approach
Podolskij, Mark
;
Rosenbaum, Mathieu
- In:
Annals of finance
8
(
2012
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10009510584
Saved in:
7
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:
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
Limit theorems for non-degenerate u-statistics of continuous semimartingales
Podolskij, Mark
;
Schmidt, Christian
;
Fasciati Ziegel, …
-
2012
Persistent link: https://www.econbiz.de/10009627572
Saved in:
10
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes
Christensen, Kim
;
Podolskij, Mark
;
Vetter, Mathias
-
2011
Persistent link: https://www.econbiz.de/10009413031
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