Lars Winkelmann
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Forward guidance and the predictability of monetary policy: a wavelet-based jump detection approach Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-14 | Paper |
| Tests for Jumps in Yield Spreads Journal of Business and Economic Statistics | 2024-10-28 | Paper |
| Inference on the maximal rank of time-varying covariance matrices using high-frequency data The Annals of Statistics | 2023-07-19 | Paper |
| Estimation of the discontinuous leverage effect: evidence from the NASDAQ order book Journal of Econometrics | 2019-04-30 | Paper |
| Common price and volatility jumps in noisy high-frequency data Electronic Journal of Statistics | 2018-08-14 | Paper |
| Econometrics of co-jumps in high-frequency data with noise Journal of Econometrics | 2015-05-06 | Paper |
| Econometrics of co-jumps in high-frequency data with noise Journal of Econometrics | 2015-05-06 | Paper |
Research outcomes over time
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