Lars Winkelmann

From MaRDI portal
Person:1657875

Available identifiers

zbMath Open winkelmann.larsMaRDI QIDQ1657875

List of research outcomes





PublicationDate of PublicationType
Forward guidance and the predictability of monetary policy: a wavelet-based jump detection approach2024-11-14Paper
Tests for Jumps in Yield Spreads2024-10-28Paper
Inference on the maximal rank of time-varying covariance matrices using high-frequency data2023-07-19Paper
Estimation of the discontinuous leverage effect: evidence from the NASDAQ order book2019-04-30Paper
Common price and volatility jumps in noisy high-frequency data2018-08-14Paper
Econometrics of co-jumps in high-frequency data with noise2015-05-06Paper

Research outcomes over time

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