Mark Podolskij

84 papers and 2.3k indexed citations i.

About

Mark Podolskij has authored 84 papers that have received a total of 2.3k indexed citations. This includes 79 papers in Finance, 21 papers in Statistics and Probability and 16 papers in Economics and Econometrics. The topics of these papers are Financial Risk and Volatility Modeling (68 papers), Stochastic processes and financial applications (65 papers) and Statistical Methods and Inference (16 papers). Mark Podolskij is often cited by papers focused on Financial Risk and Volatility Modeling (68 papers), Stochastic processes and financial applications (65 papers) and Statistical Methods and Inference (16 papers) and collaborates with scholars based in Denmark, Germany and Russia. Mark Podolskij's co-authors include Mathias Vetter, Kim Christensen, José Manuel Corcuera, Ole E. Barndorff‐Nielsen and Jean Jacod and has published in prestigious journals such as Journal of Financial Economics, Journal of Econometrics and The Annals of Statistics

In The Last Decade

Rankless by CCL
2025