Ich stimme zu, dass diese Seite Cookies verwende. Weitere Informationen finden Sie unter unseren Datenschutzerklärungen .
X
Bibinger, Markus
15  Ergebnisse:
E-Books X
Personensuche X
?
1

ECB monetary policy surprises: identification through cojum.. 

Working Paper Series, N°1674, May 2014
Winkelmann, Lars ; Bibinger, Markus ; Linzert, Tobias , 2014
Link: http://dx.publications.e..
 
?
2

Asymptotics of asynchronicity 

SFB 649 discussion paper ; 2011-033
Bibinger, Markus , 2011
Link: http://hdl.handle.net/10..
 
?
3

An estimator for the quadratic covariation of asynchronousl.. 

asymptotic distribution theory  SFB 649 discussion paper ; 2011-034
Bibinger, Markus , 2011
Link: http://hdl.handle.net/10..
 
?
4

Nonparametric change-point analysis of volatility 

SFB 649 discussion paper ; 2015-008
Bibinger, Markus ; Jirak, Moritz , 2015
Link: http://hdl.handle.net/10..
 
?
5

Functional stable limit theorems for efficient spectral cov.. 

SFB 649 discussion paper ; 2014-005
Altmeyer, Randolf , 2014
Link: http://hdl.handle.net/10..
 
?
6

Estimating the spot covariation of asset prices 

statistical theory and empirical evidence  SFB 649 discussion paper ; 2014-055
Bibinger, Markus ; Hautsch, Nikolaus ; Malec, Peter. , 2014
Link: http://hdl.handle.net/10..
 
?
7

Common price and volatility jumps in noisy high-frequency d.. 

SFB 649 discussion paper ; 2014-037
Bibinger, Markus ; Winkelmann, Lars , 2014
Link: http://hdl.handle.net/10..
 
?
8

ECB monetary policy surprises 

identification through cojumps in interest rates  Working paper series / European Central Bank ; 1674
Winkelmann, Lars , 2014
Link: http://www.ecb.europa.eu..
 
?
9

Improved volatility estimation based on limit order books 

SFB 649 discussion paper ; 2014-053
Bibinger, Markus ; Jirak, Moritz , 2014
Link: http://hdl.handle.net/10..
 
?
10

Inference for multi-dimensional high-frequency data 

equivalence of methods, central limit theorems, and an appl...  SFB 649 discussion paper ; 2013-006
Bibinger, Markus , 2013
Link: http://hdl.handle.net/10..
 
?
11

ECB monetary policy surprises 

identification through cojumps in interest rates  SFB 649 discussion paper ; 2013-038
Winkelmann, Lars , 2013
Link: http://hdl.handle.net/10..
 
?
12

Estimating the quadratic covariation of an asynchronously o.. 

SFB 649 discussion paper ; 2013-029
Bibinger, Markus , 2013
Link: http://hdl.handle.net/10..
 
?
13

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

SFB 649 discussion paper ; 2013-021
Bibinger, Markus ; Winkelmann, Lars , 2013
Link: http://hdl.handle.net/10..
 
?
14

Estimating the quadratic covariation matrix from noisy obse.. 

local method of moments and efficiency  SFB 649 discussion paper ; 2013-017
Malec, Peter ; Bibinger, Markus ; Hautsch, Nikolaus. , 2013
Link: http://hdl.handle.net/10..
 
?
15

Spectral estimation of covolatility from noisy observations.. 

SFB 649 discussion paper ; 2011-086
Bibinger, Markus , 2011
Link: http://hdl.handle.net/10..
 
1-15