Browsing All of EconStor by Author Reiss, Markus
Showing results 1 to 4 of 4
| Year of Publication | Title | Author(s) |
| 2013 | Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency | 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 |
| 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 |
