The following pages link to Markus Bibinger (Q350688):
Displaying 20 items.
- Volatility estimation under one-sided errors with applications to limit order books (Q350689) (← links)
- An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: asymptotic distribution theory (Q429296) (← links)
- Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency (Q464183) (← links)
- Functional stable limit theorems for quasi-efficient spectral covolatility estimators (Q744976) (← links)
- Common price and volatility jumps in noisy high-frequency data (Q1657876) (← links)
- Estimation of the discontinuous leverage effect: evidence from the NASDAQ order book (Q1740289) (← links)
- On central limit theorems for power variations of the solution to the stochastic heat equation (Q2179550) (← links)
- Change-point inference on volatility in noisy Itô semimartingales (Q2280017) (← links)
- Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion (Q2307406) (← links)
- Volatility estimation for stochastic PDEs using high-frequency observations (Q2309597) (← links)
- Econometrics of co-jumps in high-frequency data with noise (Q2343752) (← links)
- Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps (Q2355172) (← links)
- Nonparametric change-point analysis of volatility (Q2403429) (← links)
- Inference for Multi‐dimensional High‐frequency Data with an Application to Conditional Independence Testing (Q2835311) (← links)
- Efficient Covariance Estimation for Asynchronous Noisy High-Frequency Data (Q2911651) (← links)
- Spectral Estimation of Covolatility from Noisy Observations Using Local Weights (Q5413944) (← links)
- Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities (Q6134375) (← links)
- Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise (Q6617600) (← links)
- Probabilistic models and statistics for electronic financial markets in the digital age (Q6618240) (← links)
- Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence (Q6634872) (← links)
