Browsing All of EconStor by Author Bibinger, Markus

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Showing results 1 to 16 of 16
Year of PublicationTitleAuthor(s)
2011 Asymptotics of asynchronicityBibinger, Markus
2011 Spectral estimation of covolatility from noisy observations using local weightsBibinger, Markus; Reiß, Markus
2011 An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theoryBibinger, Markus
2013 ECB monetary policy surprises: identification through cojumps in interest ratesWinkelmann, Lars; Bibinger, Markus; Linzert, Tobias
2013 ECB monetary policy surprises: Identification through cojumps in interest ratesWinkelmann, Lars; Bibinger, Markus; Linzert, Tobias
2013 Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiencyBibinger, Markus; Hautsch, Nikolaus; Malec, Peter; Reiss, Markus
2013 Inference for multi-dimensional high-frequency data: Equivalence of methods, central limit theorems, and an application to conditional independence testingBibinger, Markus; Mykland, Per A.
2013 Econometrics of co-jumps in high-frequency data with noiseBibinger, Markus; Winkelmann, Lars
2013 Estimating the quadratic covariation of an asynchronously observed semimartingale with jumpsBibinger, Markus; Vetter, Mathias
2014 ECB monetary policy surprises: identification through cojumps in interest ratesWinkelmann, Lars; Bibinger, Markus; Linzert, Tobias
2014 Estimating the spot covariation of asset prices: Statistical theory and empirical evidenceBibinger, Markus; Hautsch, Nikolaus; Malec, Peter; Reiss, Markus
2014 Functional stable limit theorems for efficient spectral covolatility estimatorsAltmeyer, Randolf; Bibinger, Markus
2014 Common price and volatility jumps in noisy high-frequency dataBibinger, Markus; Winkelmann, Lars
2014 Improved volatility estimation based on limit order booksBibinger, Markus; Jirak, Moritz; Reiss, Markus
2014 Estimating the spot covariation of asset prices: Statistical theory and empirical evidenceBibinger, Markus; Hautsch, Nikolaus; Malec, Peter; Reiss, Markus
2015 Nonparametric change-point analysis of volatilityBibinger, Markus; Jirak, Moritz; Vetter, Mathias