Access Statistics for Mark Podolskij

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales 0 0 1 94 1 2 10 370
A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales 0 0 0 271 2 7 16 806
A Note on the Central Limit Theorem for Bipower Variation of General Functions 0 0 0 70 0 1 8 255
A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models 0 0 0 43 0 5 11 128
A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models 0 0 0 9 3 4 4 90
A central limit theorem for realised power and bipower variations of continuous semimartingales 0 0 0 29 1 2 8 124
An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models 0 0 0 33 1 3 8 111
An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models 0 0 0 63 1 1 8 152
Asymptotic theory of range-based multipower variation 0 1 1 37 1 4 9 148
Bias-Correcting the Realized Range-Based Variance in the Presence of Market Microstructure Noise 0 0 0 11 4 8 17 126
Bipower variation for Gaussian processes with stationary increments 0 0 0 37 3 4 10 113
Bipower-type estimation in a noisy diffusion setting 0 0 0 25 1 1 10 104
Bipower-type estimation in a noisy diffusion setting 0 0 0 7 2 5 16 84
Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps 1 1 1 65 6 7 8 210
Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps 0 0 0 21 0 0 6 89
Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing 0 0 0 11 2 4 10 54
Fact or friction: Jumps at ultra high frequency 0 0 0 98 2 3 13 260
Limit theorems for functionals of higher order differences of Brownian semi-stationary processes 0 0 0 30 3 5 13 131
Microstructure Noise in the Continuous Case: The Pre-Averaging Approach - JLMPV-9 0 0 0 59 1 3 17 192
Microstructure noise in the continuous case: the pre-averaging approach 0 0 0 17 1 2 13 123
Multipower Variation for Brownian Semistationary Processes 0 0 0 37 1 2 7 136
New tests for jumps: a threshold-based approach 0 0 0 49 3 5 8 111
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes 0 0 0 15 6 6 11 69
Power variation for Gaussian processes with stationary increments 0 0 0 83 4 4 8 241
Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence 0 0 0 85 1 1 12 243
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data 0 0 0 81 2 4 18 382
Quantitative Breuer-Major Theorems 0 0 0 15 2 3 10 91
Range-Based Estimation of Quadratic Variation 0 0 0 30 1 4 9 154
Realised Quantile-Based Estimation of the Integrated Variance 0 0 0 101 1 1 9 337
Testing the local volatility assumption: a statistical approach 0 0 0 50 2 4 9 126
Testing the parametric form of the volatility in continuous time diffusion models: an empirical process approach 0 0 0 15 2 3 8 67
Understanding limit theorems for semimartingales: a short survey 0 0 0 64 2 4 7 138
Total Working Papers 1 2 3 1,655 62 112 331 5,765

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the central limit theorem for bipower variation of general functions 0 0 0 19 2 3 13 86
Bias-correcting the realized range-based variance in the presence of market microstructure noise 0 0 0 41 2 4 15 169
Bipower-type estimation in a noisy diffusion setting 0 0 0 6 1 1 6 60
Estimation of Integrated Volatility in Continuous‐Time Financial Models with Applications to Goodness‐of‐Fit Testing 0 0 0 21 5 6 10 89
Microstructure noise in the continuous case: The pre-averaging approach 0 0 1 57 4 9 42 249
New tests for jumps in semimartingale models 0 0 1 41 1 2 4 102
Power variation for Gaussian processes with stationary increments 0 0 0 10 3 4 12 70
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data 0 0 1 35 6 12 26 244
Quantitative Breuer-Major theorems 0 0 1 7 1 1 15 58
Realised quantile-based estimation of the integrated variance 0 0 0 33 1 1 9 210
Realized range-based estimation of integrated variance 0 0 3 108 0 2 17 354
Testing the local volatility assumption: a statistical approach 0 1 1 12 4 7 10 111
Testing the parametric form of the volatility in continuous time diffusion models--a stochastic process approach 0 0 0 31 1 1 8 114
Total Journal Articles 0 1 8 421 31 53 187 1,916

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Statistics updated 2026-05-06