Markus Bibinger - Veröffentlichungen allgemein

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EconPapers: Estimating the Quadratic Covariation Matrix from Noisy...

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By Markus Bibinger, Nikolaus Hautsch, Peter Malec and Markus Reiss; Abstract: An efficient estimator is constructed for the quadratic covariation or integrated ...

Der neue Smart Fortwo | SpringerLink

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Nach acht Jahren Laufzeit mit mehr als gebauten Exemplaren schickt Smart nun den Fortwo in seiner zweiten Generation auf den Markt. Das Fahrzeug sc

Nonparametric change-point analysis of volatility : Markus Bibinger :...

archive.org

This work develops change-point methods for statistics of high-frequency data. The main interest is in the volatility of an It\^{o} semi-martingale, the...

theses.fr – Markus Bibinger

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Markus Bibinger

Markus Bibinger – WürzburgWiki

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EconPapers: Econometrics of co-jumps in high-frequency data with noise

econpapers.repec.org

By Markus Bibinger and Lars Winkelmann; Abstract: We establish estimation methods to determine co-jumps in multivariate high-frequency data with ...

Estimating the quadratic covariation of an asynchronously observed...

link.springer.com

Markus Bibinger · -berlin.de (1); Mathias Vetter · mathias.vetter @rub.de (2). Author Affiliations. 1. Institut für Mathematik ...

Efficient covariance estimation for asynchronous noisy high-frequency...

archive.org

We focus on estimating the integrated covariance of log-price processes in the presence of market microstructure noise. We construct an efficient unbiased...

Mathematics Jobs Wiki NotableMathWiki

notable.math.ucdavis.edu

U Marburg, stoch (W2), Dec 5, 2014, shortlist: Alexander Schnurr, Markus Bibinger [19]; also invited: Michael Eichler. U Marburg, opt (W2), May 8, 2015, T. Surowiec, S. Grad, S. Schmidt, C. Kirches, T. Hoheisel, V. Shikhman, A. Loehne, T. Valkonen. U Munich, applied (W3), Sep 12, 2014, Markus Heydenreich [20] offer [21].

EconPapers: Estimating the quadratic covariation of an asynchronously...

econpapers.repec.org

By Markus Bibinger and Mathias Vetter; Abstract: We consider estimation of the quadratic (co)variation of a semimartingale from discrete ...

EconPapers: Estimating the Spot Covariation of Asset Prices –...

econpapers.repec.org

By Markus Bibinger, Nikolaus Hautsch, Peter Malec and Markus Reiss; Abstract: We propose a new estimator for the spot covariance matrix of a multi-dimensional continuous semimartingale log asset.

Verwandte Suchanfragen zu Markus Bibinger

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Nikolaus Hautsch
Mathias Vetter
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Marie Curie
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Veröffentlichungen allgemein Markus Bibinger