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Bibinger, Markus
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1

Inference on the intraday spot volatility from high-frequen..:

Bibinger, Markus
Journal of Applied Probability.  , 2024
Link: https://doi.org/10.1017/..
 
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2

Probabilistic Models and Statistics for Electronic Financia..:

Bibinger, Markus
Jahresbericht der Deutschen Mathematiker-Vereinigung.  , 2024
Link: https://doi.org/10.1365/..
 
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3

Efficient parameter estimation for parabolic SPDEs based on..:

Bibinger, Markus ; Bossert, Patrick
Japanese Journal of Statistics and Data Science.  6 (2023)  1 - p. 407-429 , 2023
Link: https://doi.org/10.1007/..
 
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4

Change points and uniform confidence for spot volatility:

Madensoy, Mehmet , 2020
Link: https://nbn-resolving.de..
 
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5

High-frequency statistics for Gaussian processes from a Le ..:

Holtz, Sebastian , 2020
Link: https://nbn-resolving.de..
 
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6

High-frequency inference for stochastic processes with jump..:

Mies, Fabian , 2020
Link: https://nbn-resolving.de..
 
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7

Cusum tests for changes in the Hurst exponent and volatilit..:

Bibinger, Markus
Statistics & Probability Letters.  161 (2020)  - p. 108725 , 2020
Link: https://doi.org/10.1016/..
 
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8

Volatility estimation for stochastic PDEs using high-freque..:

Bibinger, Markus ; Trabs, Mathias
Stochastic Processes and their Applications.  130 (2020)  5 - p. 3005-3052 , 2020
Link: https://doi.org/10.1016/..
 
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9

Estimation of the discontinuous leverage effect: Evidence f..:

Bibinger, Markus ; Neely, Christopher ; Winkelmann, Lars
Journal of Econometrics.  209 (2019)  2 - p. 158-184 , 2019
Link: https://doi.org/10.1016/..
 
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10

On Central Limit Theorems for Power Variations of the Solut..:

, In: Springer Proceedings in Mathematics & Statistics; Stochastic Models, Statistics and Their Applications,
Bibinger, Markus ; Trabs, Mathias - p. 69-84 , 2019
Link: https://doi.org/10.1007/..
 
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11

Change-point inference on volatility in noisy Itô semimarti..:

Bibinger, Markus ; Madensoy, Mehmet
Stochastic Processes and their Applications.  129 (2019)  12 - p. 4878-4925 , 2019
Link: https://doi.org/10.1016/..
 
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12

NONPARAMETRIC CHANGE-POINT ANALYSIS OF VOLATILITY:

Bibinger, Markus ; Jirak, Moritz ; Vetter, Mathias
The Annals of Statistics.  45 (2017)  4 - p. 1542-1578 , 2017
Link: https://www.jstor.org/st..
 
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13

Estimating the Spot Covariation of Asset Prices—Statistical..:

Bibinger, Markus ; Hautsch, Nikolaus ; Malec, Peter.
Journal of Business & Economic Statistics.  37 (2017)  3 - p. 419-435 , 2017
Link: https://doi.org/10.1080/..
 
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14

Inference for Multi-dimensional High-frequency Data with an..:

BIBINGER, MARKUS ; MYKLAND, PER A.
Scandinavian Journal of Statistics.  43 (2016)  4 - p. 1078-1102 , 2016
Link: http://www.jstor.org/sta..
 
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15

VOLATILITY ESTIMATION UNDER ONE-SIDED ERRORS WITH APPLICATI..:

Bibinger, Markus ; Jirak, Moritz ; Reiss, Markus
The Annals of Applied Probability.  26 (2016)  5 - p. 2754-2790 , 2016
Link: http://www.jstor.org/sta..
 
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