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 0 271 0 0 4 793
A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales 0 0 0 93 1 1 2 362
A Note on the Central Limit Theorem for Bipower Variation of General Functions 0 0 0 70 0 1 4 248
A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models 0 0 0 9 0 0 0 86
A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models 0 0 0 43 0 0 0 117
A central limit theorem for realised power and bipower variations of continuous semimartingales 0 0 0 29 1 1 2 117
An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models 0 0 0 33 1 1 1 104
An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models 0 0 0 63 1 2 2 146
Asymptotic theory of range-based multipower variation 0 0 0 36 1 1 2 141
Bias-Correcting the Realized Range-Based Variance in the Presence of Market Microstructure Noise 0 0 0 11 2 2 4 112
Bipower variation for Gaussian processes with stationary increments 0 0 0 37 2 2 3 106
Bipower-type estimation in a noisy diffusion setting 0 0 0 7 1 1 3 70
Bipower-type estimation in a noisy diffusion setting 0 0 0 25 2 3 3 97
Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps 0 0 0 21 0 1 3 84
Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps 0 0 1 64 0 0 2 202
Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing 0 0 0 11 0 0 0 44
Fact or friction: Jumps at ultra high frequency 0 0 0 98 0 1 6 251
Limit theorems for functionals of higher order differences of Brownian semi-stationary processes 0 0 0 30 1 1 3 119
Microstructure Noise in the Continuous Case: The Pre-Averaging Approach - JLMPV-9 0 0 0 59 4 4 6 181
Microstructure noise in the continuous case: the pre-averaging approach 0 0 0 17 5 5 6 115
Multipower Variation for Brownian Semistationary Processes 0 0 0 37 1 1 2 130
New tests for jumps: a threshold-based approach 0 0 0 49 0 0 1 103
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes 0 0 0 15 1 2 3 60
Power variation for Gaussian processes with stationary increments 0 0 0 83 0 0 0 233
Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence 0 0 0 85 3 3 3 234
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data 0 0 1 81 2 4 6 369
Quantitative Breuer-Major Theorems 0 0 0 15 2 2 3 84
Range-Based Estimation of Quadratic Variation 0 0 0 30 0 0 2 146
Realised Quantile-Based Estimation of the Integrated Variance 0 0 0 101 3 4 4 332
Testing the local volatility assumption: a statistical approach 0 0 0 50 1 1 1 118
Testing the parametric form of the volatility in continuous time diffusion models: an empirical process approach 0 0 0 15 0 0 0 59
Understanding limit theorems for semimartingales: a short survey 0 0 0 64 0 0 1 131
Total Working Papers 0 0 2 1,652 35 44 82 5,494

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 0 1 2 74
Bias-correcting the realized range-based variance in the presence of market microstructure noise 0 0 1 41 2 3 8 159
Bipower-type estimation in a noisy diffusion setting 0 0 0 6 0 1 2 55
Estimation of Integrated Volatility in Continuous‐Time Financial Models with Applications to Goodness‐of‐Fit Testing 0 0 0 21 0 1 1 80
Microstructure noise in the continuous case: The pre-averaging approach 0 0 2 56 4 5 15 216
New tests for jumps in semimartingale models 0 0 0 40 0 0 1 99
Power variation for Gaussian processes with stationary increments 0 0 0 10 0 0 1 58
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data 0 0 2 35 3 3 10 225
Quantitative Breuer-Major theorems 0 0 0 6 2 3 3 46
Realised quantile-based estimation of the integrated variance 0 0 0 33 3 3 5 205
Realized range-based estimation of integrated variance 0 0 4 108 3 4 17 348
Testing the local volatility assumption: a statistical approach 0 0 0 11 1 2 2 103
Testing the parametric form of the volatility in continuous time diffusion models--a stochastic process approach 0 0 0 31 0 0 1 107
Total Journal Articles 0 0 9 417 18 26 68 1,775

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08