SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Markus Bibinger · Study

Home/Author

Markus Bibinger

9 works· latest 2019· 4 institutionscluster: provisionalORCID 0009-0001-6048-1753

h-index9

i109

Citations460

Works here9

10

12

13

14

15

17

19

Most cited in this library

Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency2014 · 100 citations
Econometrics of co-jumps in high-frequency data with noise2014 · 62 citations
An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory2012 · 55 citations
Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence2017 · 55 citations
Volatility estimation for stochastic PDEs using high-frequency observations2019 · 48 citations

Works

9 shown

Volatility estimation for stochastic PDEs using high-frequency observations

Stochastic Processes and their Applications·2019·2 authors·Open access

48citations

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

Journal of Business and Economic Statistics·2017·4 authors·Open access

55citations

ECB Monetary Policy Surprises: Identification Through Cojumps in Interest Rates

Journal of Applied Econometrics·2015·3 authors

23citations

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

Journal of Econometrics·2014·2 authors·Open access

62citations

Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency

The Annals of Statistics·2014·2 authors·Open access

100citations

Spectral Estimation of Covolatility from Noisy Observations Using Local Weights

Scandinavian Journal of Statistics·2013·2 authors·Open access

35citations

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

SSRN Electronic Journal·2013·4 authors·preprint·Open access

36citations

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

Stochastic Processes and their Applications·2012·1 author·Open access

55citations

Efficient Covariance Estimation for Asynchronous Noisy High‐Frequency Data

Scandinavian Journal of Statistics·2010·1 author·Open access

46citations