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
This page was built for person: Lars Winkelmann
