Lars Winkelmann

Available identifiers

zbMath Open winkelmann.larsMaRDI QIDQ1657875

List of research outcomes

Publication	Date of Publication	Type
Inference on the maximal rank of time-varying covariance matrices using high-frequency data	2023-07-19	Paper
Estimation of the discontinuous leverage effect: evidence from the NASDAQ order book	2019-04-30	Paper
Common price and volatility jumps in noisy high-frequency data	2018-08-14	Paper
Econometrics of co-jumps in high-frequency data with noise	2015-05-06	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Lars Winkelmann