Access Statistics for Mark Podolskij

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	4	9	56	158	13	29	114	464
A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales	1	3	15	76	2	8	28	266
A Note on the Central Limit Theorem for Bipower Variation of General Functions	1	5	25	63	4	12	59	161
A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models	0	0	1	7	0	2	13	27
A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models	0	2	9	24	0	5	24	34
An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models	0	4	26	47	3	11	56	79
An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models	0	0	6	17	1	2	17	24
Bipower variation for Gaussian processes with stationary increments	0	1	12	18	4	6	27	35
Bipower-type estimation in a noisy diffusion setting	0	1	8	15	1	2	19	32
Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps	1	4	13	31	2	10	25	42
Microstructure Noise in the Continuous Case: The Pre-Averaging Approach - JLMPV-9	0	7	18	32	0	10	38	52
New tests for jumps: a threshold-based approach	1	3	11	33	1	4	22	37
Power variation for Gaussian processes with stationary increments	2	4	33	40	4	13	84	100
Total Working Papers	10	43	233	561	35	114	526	1,353

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Bias-correcting the realized range-based variance in the presence of market microstructure noise	3	4	12	12	3	6	25	25
Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing	0	3	5	13	0	4	8	31
Realized range-based estimation of integrated variance	0	2	17	26	2	4	41	66
Testing the parametric form of the volatility in continuous time diffusion models--a stochastic process approach	0	2	8	19	0	2	16	51
Total Journal Articles	3	11	42	70	5	16	90	173

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Statistics updated 2009-11-04