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Mark Podolskij

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Journal Articles

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2018
[j3]
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  dblp key:
  - journals/jap/JacodP18
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  persistent URL:
  - https://dblp.org/rec/journals/jap/JacodP18
Jean Jacod, Mark Podolskij:
On the minimal number of driving Lévy motions in a multivariate price model. J. Appl. Probab. 55(3): 823-833 (2018)
2013
[j2]
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  dblp key:
  - journals/ma/ChristensenPV13
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  - https://dblp.org/rec/journals/ma/ChristensenPV13
Kim Christensen, Mark Podolskij, Mathias Vetter:
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes. J. Multivar. Anal. 120: 59-84 (2013)
2009
[j1]
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  - journals/fs/ChristensenPV09
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Kim Christensen, Mark Podolskij, Mathias Vetter:
Bias-correcting the realized range-based variance in the presence of market microstructure noise. Finance Stochastics 13(2): 239-268 (2009)

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