@incollection{UBHD-67502873,
  author={Barndorff-Nielsen, Ole E. and Corcuera, José Manuel and Podolskij, Mark},
  title={Limit theorems for functionals of higher order differences of Brownian semi-stationary processes},
  year={2013},
  pages={69-96},
  language={eng},
  isbn={978-3-642-33548-8 and 3-642-33548-9},
  booktitle={Prokhorov and contemporary probability theory},
  editor={Širjaev, Alʹbert N. and Varadhan, S. R. S. and Presman, Ernst},
}
@article{UBHD-68255691,
  author={Barndorff-Nielsen, Ole E. and Corcuera, José Manuel and Podolskij, Mark},
  title={Multipower variation for Brownian semistationary processes},
  year={2011},
  pages={1159-1194},
  language={eng},
  issn={1573-9759},
  volume={17},
  number={4},
  note={Gesehen am 29.05.2018},
  journal={Bernoulli},
  doi={10.3150/10-BEJ316},
}
@article{UBHD-67502872,
  author={Christensen, Kim and Podolskij, Mark},
  title={Asymptotic theory of range-based multipower variation},
  year={2012},
  pages={417-456},
  language={eng},
  issn={1479-8417},
  volume={10},
  number={3},
  note={Gesehen am 26.11.2013},
  journal={Journal of financial econometrics},
  doi={10.1093/jjfinec/nbr019},
}
@article{UBHD-67504727,
  author={Christensen, Kim and Podolskij, Mark and Vetter, Mathias},
  title={On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes},
  year={2013},
  pages={59-84},
  language={eng},
  volume={120},
  note={Gesehen am 29.11.2013},
  journal={Journal of multivariate analysis},
  doi={10.1016/j.jmva.2013.05.002},
}
@article{UBHD-68255687,
  author={Christensen, Kim and Grawert, Silja and Podolskij, Mark},
  title={Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data},
  year={2010},
  pages={116-133},
  language={eng},
  volume={159},
  number={1},
  note={Gesehen am 29.05.2018},
  journal={Journal of econometrics},
  doi={10.1016/j.jeconom.2010.05.001},
}
@article{UBHD-67504726,
  author={Corcuera, José Manuel and Podolskij, Mark},
  title={Asymptotic theory for Brownian semi-stationary processes with application to turbulence},
  year={2013},
  pages={2552-2574},
  language={eng},
  volume={123},
  number={7},
  note={Gesehen am 29.11.2013},
  journal={Stochastic processes and their applications},
  doi={10.1016/j.spa.2013.03.011},
}
@article{UBHD-68255696,
  author={Corcuera, José Manuel and Nualart, David and Podolskij, Mark},
  title={Asymptotics of weighted random sums},
  year={2014},
  language={eng},
  issn={2038-0909},
  volume={6(2014},
  note={Gesehen am 29.05.2018},
  journal={Communications in applied and industrial mathematics},
  doi={10.1685/journal.caim.486},
}
@article{UBHD-68611648,
  author={D{\"u}mbgen, Moritz and Podolskij, Mark},
  title={High-frequency asymptotics for path-dependent functionals of Itô semimartingales},
  year={2015},
  pages={1195-1217},
  language={eng},
  volume={125},
  number={4},
  note={Available online: 6 October 2014 ; Gesehen am 02.07.2020},
  journal={Stochastic processes and their applications},
  doi={10.1016/j.spa.2014.08.007},
}
@article{UBHD-67504722,
  author={Hautsch, Nikolaus and Podolskij, Mark},
  title={Pre-averaging based estimation of quadratic variation in the presence of noise and jumps},
  subtitle={theory, implementation, and empirical evidence},
  year={2013},
  pages={165-183},
  language={eng},
  issn={1537-2707},
  volume={31},
  number={2},
  note={Gesehen am 29.11.2013},
  journal={Journal of business & economic statistics},
  doi={10.1080/07350015.2012.754313},
}
@article{UBHD-68255678,
  author={Jacod, Jean and Podolskij, Mark and Vetter, Mathias},
  title={Limit theorems for moving averages of discretized processes plus noise},
  year={2010},
  pages={1478-1545},
  language={eng},
  issn={2168-8966},
  volume={38},
  number={3},
  note={Gesehen am 29.05.2018},
  journal={The annals of statistics},
  doi={10.1214/09-AOS756},
}
@article{UBHD-67504728,
  author={Jacod, Jean and Podolskij, Mark},
  title={A test for the rank of the volatility process},
  subtitle={the random perturbation approach},
  year={2013},
  pages={2391-2427},
  language={eng},
  issn={2168-8966},
  volume={41},
  number={5},
  note={Gesehen am 29.11.2013},
  journal={The annals of statistics},
  doi={10.1214/13-AOS1153},
}
@article{UBHD-68255688,
  author={Nourdin, Ivan and Peccati, Giovanni and Podolskij, Mark},
  title={Quantitative Breuer-Major theorems},
  year={2011},
  pages={793-812},
  language={eng},
  volume={121},
  number={4},
  note={Available online: 22 December 2010 ; Gesehen am 29.05.2018},
  journal={Stochastic processes and their applications},
  doi={10.1016/j.spa.2010.12.006},
}
@article{UBHD-67504723,
  author={Podolskij, Mark and Wasmuth, Katrin},
  title={Goodness-of-fit testing for fractional diffusions},
  year={2013},
  pages={147-159},
  language={eng},
  issn={1572-9311},
  volume={16},
  number={2},
  note={Gesehen am 29.11.2013},
  journal={Statistical inference for stochastic processes},
  doi={10.1007/s11203-013-9082-1},
}
@article{UBHD-68255694,
  author={Podolskij, Mark and Schmidt, Christian and Ziegel, Johanna},
  title={Limit theorems for nondegenerate U-statistics of continuous semimartingales},
  year={2014},
  pages={2491-2526},
  language={eng},
  issn={2168-8737},
  volume={24},
  number={6},
  note={Gesehen am 20.05.2018},
  journal={The annals of applied probability},
  doi={10.1214/13-AAP983},
}
@article{UBHD-68255677,
  author={Podolskij, Mark and Ziggel, Daniel},
  title={New tests for jumps in semimartingale models},
  year={2010},
  pages={15-41},
  language={eng},
  issn={1572-9311},
  volume={13},
  number={1},
  note={First online: 19 December 2009 ; Gesehen am 29.05.2018},
  journal={Statistical inference for stochastic processes},
  doi={10.1007/s11203-009-9037-8},
}
@article{UBHD-68248953,
  author={Podolskij, Mark and Rosenbaum, Mathieu},
  title={Testing the local volatility assumption},
  subtitle={a statistical approach},
  year={2012},
  pages={31-48},
  language={eng},
  issn={1614-2454},
  volume={8},
  number={1},
  note={Gesehen am 03.05.2018},
  journal={Annals of finance},
  doi={10.1007/s10436-011-0180-z},
}
@article{UBHD-68255679,
  author={Podolskij, Mark and Vetter, Mathias},
  title={Understanding limit theorems for semimartingales},
  subtitle={a short survey},
  year={2010},
  pages={329-351},
  language={eng},
  issn={1467-9574},
  volume={64},
  number={3},
  note={Gesehen am 29.05.2018},
  journal={Statistica Neerlandica},
  doi={10.1111/j.1467-9574.2010.00460.x},
}