Mark Podolskij

According to our database, Mark Podolskij authored at least 3 papers between 2009 and 2018.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2018

On the minimal number of driving Lévy motions in a multivariate price model.

Jean Jacod, Mark Podolskij

J. Appl. Probab., 2018

2013

On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes.

Kim Christensen, Mark Podolskij, Mathias Vetter

J. Multivar. Anal., 2013

2009

Bias-correcting the realized range-based variance in the presence of market microstructure noise.

Kim Christensen, Mark Podolskij, Mathias Vetter

Finance Stochastics, 2009