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Bossert, Patrick [Author] ; Bibinger, Markus [Other]

Statistical structure and inference methods for discrete high-frequency observations of SPDEs in one and multiple space dimensions

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Würzburg: Universität Würzburg, 2024
Madensoy, Mehmet [Author] ; Bibinger, Markus [Degree supervisor] Universität Mannheim

Change points and uniform confidence for spot volatility

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Mannheim, 2019
Bibinger, Markus [Other]

Efficient covariance estimation for asynchronous noisy high-frequency data

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Berlin: Inst. für Mathematik, 2008

Published in: Humboldt-Universität zu Berlin: Preprints ; 2008,17
Bibinger, Markus [Author] ; Hautsch, Nikolaus [Other]; Malec, Peter [Other]; Reiss, Markus [Other]

Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence

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[S.l.]: SSRN, [2016]
Bibinger, Markus [Author] ; Hautsch, Nikolaus [Other]; Malec, Peter [Other]; Reiss, Markus [Other]

Estimating the Quadratic Covariation Matrix from Noisy Observations : Local Method of Moments and Efficiency

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[S.l.]: SSRN, [2013]
Bibinger, Markus [Author]

Asymptotics of asynchronicity

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Berlin: Humboldt-Univ., Inst. für Mathematik, 2011

Published in: Humboldt-Universität zu Berlin: Preprints ; 2011,12
Bibinger, Markus [Author]

Asymptotics of asynchronicity

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Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2011
Bibinger, Markus [Author]

Efficient covariance estimation for asynchronous noisy high-frequency data

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Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik, 2011-08-11
Bibinger, Markus [Author] ; Reiß, Markus [Contributor]; Spokoiny, Vladimir [Contributor]; Aït-Sahalia, Yacine [Contributor]

Estimating the quadratic covariation from asynchronous noisy high-frequency observations

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Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2011-08-30
Bibinger, Markus [Author]

An estimator for the quadratic covariation of asynchronously observed Itô processes with noise : asymptotic distribution theory

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Berlin: Humboldt-Univ., Inst. für Mathematik, 2011

Published in: Humboldt-Universität zu Berlin: Preprints ; 2011,13
Bibinger, Markus [Author]

An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory

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Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2011
Winkelmann, Lars [Author] ; Bibinger, Markus [Other]; Linzert, Tobias [Other]

ECB Monetary Policy Surprises : Identification through Cojumps in Interest Rates

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[S.l.]: SSRN, [2014]

Published in: ECB Working Paper ; No. 1674
Bibinger, Markus [Author]; Reiß, Markus [Author]

Spectral estimation of covolatility from noisy observations using local weights

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Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2011
Bibinger, Markus [Author]; Trabs, Mathias [Author]

On central limit theorems for power variations of the solution to the stochastic heat equation

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Hamburg: Universität Hamburg, Fachbereich Mathematik, 15 Mar 2019

Published in: Schwerpunkt Mathematische Statistik und Stochastische Prozesse: Preprint ; 2018,4
Bibinger, Markus [Author]; Trabs, Mathias [Author]

Volatility estimation for stochastic PDEs using high-frequency observations

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Hamburg: Universität Hamburg, Fachbereich Mathematik, 4 Sep 2018

Published in: Schwerpunkt Mathematische Statistik und Stochastische Prozesse: Preprint ; 2017,3
Bibinger, Markus [Author]; Winkelmann, Lars [Author]

Common price and volatility jumps in noisy high-frequency data

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Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2014
Bibinger, Markus [Author]; Winkelmann, Lars [Author]

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

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Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2013
Bibinger, Markus [Author]; Vetter, Mathias [Author]

Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps

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Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2013
Altmeyer, Randolf [Author]; Bibinger, Markus [Author]

Functional stable limit theorems for efficient spectral covolatility estimators

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Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2014
Holtz, Sebastian [Author] ; Reiß, Markus [Contributor]; Bibinger, Markus [Contributor]; Schmidt-Hieber, Johannes [Contributor]

High-frequency statistics for Gaussian processes from a Le Cam perspective

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Humboldt-Universität zu Berlin, 2020-03-04

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