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An Econometric Analysis of Mod...
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RePEc
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61
Inference from high-frequency data : a subsampling approach
Christensen, Kim
;
Podolskij, Mark
;
Thamrongrat, Nopporn
; …
-
2015
Persistent link: https://www.econbiz.de/10011343488
Saved in:
62
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/10009754008
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63
Asymptotic theory for Brownian semi-stationary processes with application to turbulence
Corcuera, José Manuel
;
Hedevang, Emil
;
Pakkanen, Mikko S.
-
2012
Persistent link: https://www.econbiz.de/10009667365
Saved in:
64
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:
65
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
Saved in:
66
Edgeworth expansion for functionals of continuous diffusion processes
Podolskij, Mark
;
Yoshida, Nakahiro
-
2013
Persistent link: https://www.econbiz.de/10010195693
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67
A test for the rank of the volatility process : the random perturbation approach
Jacod, Jean
;
Podolskij, Mark
-
2012
Persistent link: https://www.econbiz.de/10009785770
Saved in:
68
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:
69
Asymptotic theory of range-based multipower variation
Christensen, Kim
;
Podolskij, Mark
-
2011
Persistent link: https://www.econbiz.de/10009385084
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70
A test for the rank of the volatility process : the random perturbation approach
Jacod, Jean
;
Podolskij, Mark
-
2012
Persistent link: https://www.econbiz.de/10009682608
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