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 0 0 12 373
A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales 0 0 0 271 0 4 17 810
A Note on the Central Limit Theorem for Bipower Variation of General Functions 0 0 0 70 0 3 10 258
A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models 0 0 0 9 0 1 7 93
A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models 0 0 0 43 1 2 13 130
A central limit theorem for realised power and bipower variations of continuous semimartingales 0 0 0 29 0 1 9 125
An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models 0 0 0 33 0 1 10 113
An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models 0 0 0 63 0 9 16 161
Asymptotic theory of range-based multipower variation 0 0 1 37 0 1 9 149
Bias-Correcting the Realized Range-Based Variance in the Presence of Market Microstructure Noise 1 1 1 12 3 4 23 133
Bipower variation for Gaussian processes with stationary increments 0 0 0 37 0 1 11 115
Bipower-type estimation in a noisy diffusion setting 0 0 0 7 1 1 17 86
Bipower-type estimation in a noisy diffusion setting 0 0 0 25 1 3 12 107
Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps 0 0 1 65 0 2 11 213
Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps 0 0 0 21 0 4 10 94
Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing 0 0 0 11 1 1 12 56
Fact or friction: Jumps at ultra high frequency 0 0 0 98 2 3 14 265
Limit theorems for functionals of higher order differences of Brownian semi-stationary processes 0 0 0 30 1 3 17 135
Microstructure Noise in the Continuous Case: The Pre-Averaging Approach - JLMPV-9 0 0 0 59 2 5 21 198
Microstructure noise in the continuous case: the pre-averaging approach 0 0 0 17 0 1 14 124
Multipower Variation for Brownian Semistationary Processes 0 0 0 37 0 1 11 140
New tests for jumps: a threshold-based approach 0 0 0 49 0 3 11 114
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes 0 0 0 15 0 2 13 72
Power variation for Gaussian processes with stationary increments 0 0 0 83 0 1 10 243
Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence 0 0 0 85 0 2 16 247
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data 0 0 0 81 1 1 18 385
Quantitative Breuer-Major Theorems 0 0 0 15 0 2 11 93
Range-Based Estimation of Quadratic Variation 0 0 0 30 0 0 8 154
Realised Quantile-Based Estimation of the Integrated Variance 0 0 0 101 0 2 11 340
Testing the local volatility assumption: a statistical approach 0 0 0 50 0 2 11 128
Testing the parametric form of the volatility in continuous time diffusion models: an empirical process approach 0 0 0 15 0 1 11 70
Understanding limit theorems for semimartingales: a short survey 0 0 0 64 0 2 9 140
Total Working Papers 1 1 4 1,656 13 69 405 5,864

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 0 12 86
Bias-correcting the realized range-based variance in the presence of market microstructure noise 0 0 0 41 1 2 15 172
Bipower-type estimation in a noisy diffusion setting 0 0 0 6 1 1 7 62
Estimation of Integrated Volatility in Continuous‐Time Financial Models with Applications to Goodness‐of‐Fit Testing 0 0 0 21 0 1 11 91
Microstructure noise in the continuous case: The pre-averaging approach 1 1 2 58 2 9 51 263
New tests for jumps in semimartingale models 0 0 1 41 0 0 4 103
Power variation for Gaussian processes with stationary increments 0 0 0 10 0 0 13 71
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data 0 0 0 35 0 3 28 250
Quantitative Breuer-Major theorems 0 0 1 7 1 3 19 63
Realised quantile-based estimation of the integrated variance 0 0 0 33 1 3 12 214
Realized range-based estimation of integrated variance 0 0 1 109 1 6 17 362
Testing the local volatility assumption: a statistical approach 0 0 1 12 0 0 9 111
Testing the parametric form of the volatility in continuous time diffusion models--a stochastic process approach 0 0 0 31 0 0 7 114
Total Journal Articles 1 1 6 423 7 28 205 1,962

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Statistics updated 2026-10-11