Browsing All of EconStor by Author Bibinger, Markus
Showing results 1 to 17 of 17
| Year of Publication | Title | Author(s) |
| 2011 | Asymptotics of asynchronicity | Bibinger, Markus |
| 2011 | Spectral estimation of covolatility from noisy observations using local weights | Bibinger, Markus; Reiß, Markus |
| 2011 | An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory | Bibinger, Markus |
| 2013 | ECB monetary policy surprises: identification through cojumps in interest rates | Winkelmann, Lars; Bibinger, Markus; Linzert, Tobias |
| 2013 | Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps | Bibinger, Markus; Vetter, Mathias |
| 2013 | ECB monetary policy surprises: Identification through cojumps in interest rates | Winkelmann, Lars; Bibinger, Markus; Linzert, Tobias |
| 2013 | Inference for multi-dimensional high-frequency data: Equivalence of methods, central limit theorems, and an application to conditional independence testing | Bibinger, Markus; Mykland, Per A. |
| 2013 | Econometrics of co-jumps in high-frequency data with noise | Bibinger, Markus; Winkelmann, Lars |
| 2013 | Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency | Bibinger, Markus; Hautsch, Nikolaus; Malec, Peter; Reiss, Markus |
| 2014 | ECB monetary policy surprises: identification through cojumps in interest rates | Winkelmann, Lars; Bibinger, Markus; Linzert, Tobias |
| 2014 | Estimating the spot covariation of asset prices: Statistical theory and empirical evidence | Bibinger, Markus; Hautsch, Nikolaus; Malec, Peter; Reiss, Markus |
| 2014 | Common price and volatility jumps in noisy high-frequency data | Bibinger, Markus; Winkelmann, Lars |
| 2014 | Improved volatility estimation based on limit order books | Bibinger, Markus; Jirak, Moritz; Reiss, Markus |
| 2014 | Estimating the spot covariation of asset prices: Statistical theory and empirical evidence | Bibinger, Markus; Hautsch, Nikolaus; Malec, Peter; Reiss, Markus |
| 2014 | Functional stable limit theorems for efficient spectral covolatility estimators | Altmeyer, Randolf; Bibinger, Markus |
| 2015 | Nonparametric change-point analysis of volatility | Bibinger, Markus; Jirak, Moritz; Vetter, Mathias |
| 2018 | Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book | Bibinger, Markus; Neely, Christopher; Winkelmann, Lars |
