Lars Winkelmann

Identifiers

• name variant Lars Winkelmann 0.60 · backfill

Papers (2)

1. Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book math.ST · 2017 · author #3
2. Common price and volatility jumps in noisy high-frequency data math.ST · 2014 · author #2

Mentions

• 1407.4376 #2 · backfill · confidence 0.70 Lars Winkelmann

Frequent Coauthors

• Markus Bibinger 2 shared papers
• Christopher Neely 1 shared papers