Browsing All of EconStor by Author Bibinger, Markus


Showing results 1 to 17 of 17
Year of PublicationTitleAuthor(s)
2011Asymptotics of asynchronicityBibinger, Markus
2011Spectral estimation of covolatility from noisy observations using local weightsBibinger, Markus; Reiß, Markus
2011An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theoryBibinger, Markus
2013ECB monetary policy surprises: identification through cojumps in interest ratesWinkelmann, Lars; Bibinger, Markus; Linzert, Tobias
2013Inference for multi-dimensional high-frequency data: Equivalence of methods, central limit theorems, and an application to conditional independence testingBibinger, Markus; Mykland, Per A.
2013Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiencyBibinger, Markus; Hautsch, Nikolaus; Malec, Peter; Reiss, Markus
2013Estimating the quadratic covariation of an asynchronously observed semimartingale with jumpsBibinger, Markus; Vetter, Mathias
2013Econometrics of co-jumps in high-frequency data with noiseBibinger, Markus; Winkelmann, Lars
2013ECB monetary policy surprises: Identification through cojumps in interest ratesWinkelmann, Lars; Bibinger, Markus; Linzert, Tobias
2014Improved volatility estimation based on limit order booksBibinger, Markus; Jirak, Moritz; Reiss, Markus
2014ECB monetary policy surprises: identification through cojumps in interest ratesWinkelmann, Lars; Bibinger, Markus; Linzert, Tobias
2014Estimating the spot covariation of asset prices: Statistical theory and empirical evidenceBibinger, Markus; Hautsch, Nikolaus; Malec, Peter; Reiss, Markus
2014Functional stable limit theorems for efficient spectral covolatility estimatorsAltmeyer, Randolf; Bibinger, Markus
2014Estimating the spot covariation of asset prices: Statistical theory and empirical evidenceBibinger, Markus; Hautsch, Nikolaus; Malec, Peter; Reiss, Markus
2014Common price and volatility jumps in noisy high-frequency dataBibinger, Markus; Winkelmann, Lars
2015Nonparametric change-point analysis of volatilityBibinger, Markus; Jirak, Moritz; Vetter, Mathias
2018Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order bookBibinger, Markus; Neely, Christopher; Winkelmann, Lars