Browsen in EconStor gesamt nach Autor:innen Reiss, Markus
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| Erscheinungsjahr | Titel | Autor:innen |
| 2013 | Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency | Bibinger, Markus; Hautsch, Nikolaus; Malec, Peter; Reiss, Markus |
| 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 | Estimating the spot covariation of asset prices: Statistical theory and empirical evidence | Bibinger, Markus; Hautsch, Nikolaus; Malec, Peter; Reiss, Markus |
