Dette, H., Golosnoy, V., Kellermann, J. (2021+). Correcting Intraday Periodicity Bias in Realized Volatility Measures. Econometrics and Statistics, in press. [WP]

Azizi, A.H., Pusch, R., Koenen, C., Klatt, S., Bröcker, F., Thiele, S., Kellermann, J., Güntürkün, O., Cheng, S. (2018): Emerging Category Representation in the Visual Forebrain Hierarchy of Pigeons (Columba Livia). Behavioural Brain Research, accepted.

Dette, H., Golosnoy, V., Kellermann, J. (2016): The Effect of Intraday Periodicity on Realized Volatility Measures. SFB 823 Discussion Paper 55/2016.