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HEIDI: Bibinger, Markus: Nichtparametrische Volatilitätsschätzung aus...
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Verf.angabe: vorgelegt von Markus Bibinger. Jahr: Umfang: 155 S. Hochschulschrift: Heidelberg, Univ., Diplomarb., Sprache: ger. SWB-PPN ...
ECB monetary policy surprises : identification through cojumps in...
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ECB monetary policy surprises : identification through cojumps in interest rates . Lars Winkelmann, Markus Bibinger and Tobias Linzert. Year of publication:
Papers by Markus Bibinger - European Central Bank
www.ecb.europa.eu
Markus Bibinger. 13 May WORKING PAPER SERIES - No ECB monetary policy surprises: identification through cojumps in interest rates. Tobias Linzert. Lars Winkelmann. Markus Bibinger. English. Details.
Modeling and Stochastic Learning for Forecasting in High Dimensions -...
books.google.com.ua
The chapters in this volume stress the need for advances in theoretical understanding to go hand-in-hand with the widespread practical application of...
High-Frequency Statistics with Asynchronous and Irregular Databooks.google.com › books
books.google.de
[7] Markus Bibinger, Nikolaus Hautsch, Peter Malec, and Markus Reiß. Estimating the spot covariation of asset prices - statistical theory and empirical evidence.
Stochastic Models, Statistics and Their Applications: Dresden,...
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This volume presents selected and peer-reviewed contributions from the 14th Workshop on Stochastic Models, Statistics and Their Applications, held in Dresden,...
Estimation of the discontinuous leverage effect : evidence from the...
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Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book. Markus Bibinger, Christopher J. Neely and Lars Winkelmann ...
Markus Bibinger | Papers With Codepaperswithcode.com › author › markus-bibinger
paperswithcode.com
Papers published by Markus Bibinger with links to code and results Markus Bibinger. Author page based on publicly available paper data. 1. papers with ...
Stochastic Models, Statistics and Their Applications: ...books.google.ae › books
books.google.ae
On Central Limit Theorems for Power Variations of the Solution to the Stochastic Heat Equation Markus Bibinger and Mathias Trabs Abstract We consider the ...
EBC Monetary Policy Surprises - Lars Winkelmann, Markus Bibinger,...
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EBC Monetary Policy Surprises. Front Cover. Lars Winkelmann, Markus Bibinger, Tobias Linzert. Humboldt-Universität zu Berlin, Reviews ...
Estimating the Quadratic Covariation from Asynchronous Noisy...
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Estimating the Quadratic Covariation from Asynchronous Noisy High-frequency Observations. Front Cover. Markus Bibinger pages.
Estimating the quadratic covariation of an asynchronously observed ...www.econbiz.de › Record
www.econbiz.de
Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps. Markus Bibinger, Mathias Vetter. We consider estimation of the ...
Suchportal der THM: Suchergebnisse - (Verfasser: Reiß, Markus)
hds.hebis.de
Bibinger, Markus Bibinger, Markus Frankfurt am Main : Univ.-Bibliothek Frankfurt am Main, Kein Bild verfügbar. Merkliste. 4. eBook.
Functional Stable Limit Theorems for Efficient Spectral Covolatility...
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Functional Stable Limit Theorems for Efficient Spectral Covolatility Estimators. Front Cover. Randolf Altmeyer, Markus Bibinger. Humboldt-Universität zu Berlin, ...
Improved Volatility Estimation Based on Limit Order Books - Markus...
books.google.de
Improved Volatility Estimation Based on Limit Order Books. Front Cover. Markus Bibinger, Moritz Jirak, Markus Reiss. Humboldt-Universität zu Berlin,
Estimating the Quadratic Covariation of an Asynchronously Observed...
books.google.com.ua
... Covariation of an Asynchronously Observed Semimartingale with Jumps. Front Cover. Markus Bibinger, Mathias Vetter. Universitätsbibliothek Dortmund,
Improved volatility estimation based on limit order books - EconBiz
www.econbiz.de
by Markus Bibinger; Moritz Jirak; Markus Reiss The problem is embedded in a Poisson point process framework, which reveals an interesting connection to the theory of Brownian excursion areas. A major application is the estimation of the integrated squared volatility of an effcient price process Xt from intra-day order book quotes.
Econometrics of co-jumps in high-frequency data with noise - EconBiz
www.econbiz.de
We establish estimation methods to determine co-jumps in multivariate high-frequency data with nonsynchronous observations and market microstructure noise. The...
Verwandte Suchanfragen zu Markus Bibinger
Mathias Trabs Tobias Linzert Christopher Neely | Nikolaus Hautsch Mathias Vetter Markus Pauly | Marie Curie Taras Bodnar Stefan Bibinger |
Personen Vorname "Markus" (61377) Name "Bibinger" (36) |
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