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Publications by Mark Podolskij

Realised Quantile-Based Estimation of the Integrated Variance

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence

Journal of Business and Economic Statistics

Social Sciences

English

Inference From High-Frequency Data: A Subsampling Approach

SSRN Electronic Journal

English

Quantitative Breuer-Major Theorems

SSRN Electronic Journal

English

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