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Markus Bibinger

Identifiers

  • name variant Markus Bibinger 0.60 · backfill

Papers (16)

  1. On central limit theorems for power variations of the solution to the stochastic heat equation math.ST · 2019 · author #1
  2. Change-point inference on volatility in noisy It\^o semimartingales math.ST · 2017 · author #1
  3. Estimating the Spot Covariation of Asset Prices - Statistical Theory and Empirical Evidence math.ST · 2017 · author #1
  4. Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book math.ST · 2017 · author #1
  5. Nonparametric change-point analysis of volatility math.ST · 2015 · author #1
  6. Volatility estimation under one-sided errors with applications to limit order books math.PR · 2014 · author #1
  7. Common price and volatility jumps in noisy high-frequency data math.ST · 2014 · author #1
  8. Functional stable limit theorems for quasi-efficient spectral covolatility estimators math.ST · 2014 · author #2
  9. Notes on the sum and maximum of independent exponentially distributed random variables with different scale parameters math.PR · 2013 · author #1
  10. Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps math.ST · 2013 · author #1
  11. Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency math.ST · 2013 · author #1
  12. Inference for Multi-Dimensional High-Frequency Data: Equivalence of Methods, Central Limit Theorems, and an Application to Conditional Independence Testing math.ST · 2013 · author #1
  13. Spectral covolatility estimation from noisy observations using local weights math.ST · 2011 · author #1
  14. An estimator for the quadratic covariation of asynchronously observed It\^o processes with noise: Asymptotic distribution theory math.ST · 2011 · author #1
  15. Asymptotics of Asynchronicity math.ST · 2011 · author #1
  16. Efficient covariance estimation for asynchronous noisy high-frequency data math.ST · 2008 · author #1

Mentions

  • 1502.00043 #1 · backfill · confidence 0.70 Markus Bibinger
  • 1408.3768 #1 · backfill · confidence 0.70 Markus Bibinger
  • 1407.4376 #1 · backfill · confidence 0.70 Markus Bibinger
  • 1401.2272 #2 · backfill · confidence 0.70 Markus Bibinger
  • 1307.3945 #1 · backfill · confidence 0.70 Markus Bibinger
  • 1305.3068 #1 · backfill · confidence 0.70 Markus Bibinger
  • 1303.6146 #1 · backfill · confidence 0.70 Markus Bibinger
  • 1301.2074 #1 · backfill · confidence 0.70 Markus Bibinger
  • 1112.0939 #1 · backfill · confidence 0.70 Markus Bibinger
  • 1106.4228 #1 · backfill · confidence 0.70 Markus Bibinger
  • 1106.4222 #1 · backfill · confidence 0.70 Markus Bibinger
  • 0812.3536 #1 · backfill · confidence 0.70 Markus Bibinger

Frequent Coauthors