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Podolskij, Mark


 SSRN Author Rank: 21,246 by Downloads
 Professor for Applied Probability
 

University of Heidelberg - Institute of Applied Mathematics


 Grabengasse 1
 Heidelberg, 69117
 Germany
 00496221546276 (Phone)
 email address

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. Podolskij, Mark's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,174
Total
Citations
108
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Realised Quantile-Based Estimation of the Integrated Variance | Show Abstract | Download |
Journal of Econometrics, Vol 159, No. 1, pp. 74-98, 2010
Accepted Paper Series
Christensen, Kim
University of Aarhus - CREATES
Oomen, Roel C. A.
Deutsche Bank AG
Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
Posted:
21 Jan 08
Last Revised:
29 Oct 10
275
(62,134)
20

2.  
Realized Range-Based Estimation of Integrated Variance | Show Abstract | Download |
Journal of Econometrics, Vol. 141, No. 2, 2007
Accepted Paper Series
Christensen, Kim
University of Aarhus - CREATES
Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
Posted:
09 Jun 05
Last Revised:
06 Sep 10
242
(71,354)
28

3.  
Asymptotic Theory of Range-Based Multipower Variation | Show Abstract | Download |
Journal of Financial Econometrics, Forthcoming
Accepted Paper Series
Christensen, Kim
University of Aarhus - CREATES
Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
Posted:
20 Apr 06
Last Revised:
26 Nov 11
237
(72,885)
 

4.  
Christensen, Kim
University of Aarhus - CREATES
Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
Vetter, Mathias
University of Bochum
Posted:
11 Oct 06
Last Revised:
06 Sep 10
174
(99,103)
5

5.  
Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
Vetter, Mathias
University of Bochum
Sommer, Margit
School of Economics and Management
Posted:
08 Dec 06
140
(120,149)
27

6.  
Christensen, Kim
University of Aarhus - CREATES
Oomen, Roel C. A.
Deutsche Bank AG
Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
Posted:
09 May 09
Last Revised:
30 Sep 09
54
(221,927)
21

7.  
Christensen, Kim
University of Aarhus - CREATES
Oomen, Roel C. A.
Deutsche Bank AG
Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
Posted:
20 Nov 12
Last Revised:
29 Jan 13
26
(291,949)
5

8.  
Christensen, Kim
University of Aarhus - CREATES
Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
Vetter, Mathias
University of Bochum
Posted:
04 May 12
Last Revised:
14 Jun 14
13
(343,792)
2

9.  
Quantitative Breuer-Major Theorems | Show Abstract | Download |
CREATES Research Paper No. 2010-22
Working Paper Series
Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
Posted:
06 Jun 10
13
(343,792)
 

10.  
A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales | Show Abstract |
Nuffield College Economics Working Paper No. 2004-W29
Working Paper Series
Barndorff-Nielsen, Ole E.
University of Aarhus - Thiele Centre, Department of Mathematical Sciences
Graversen, Svend Erik
University of Aarhus - Department of Mathematical Sciences
Jacod, Jean
Université Paris VI Pierre et Marie Curie
Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics
Shephard, Neil
University of Oxford - Oxford-Man Institute
Posted:
06 Dec 04
 


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