Access Statistics for Marc Hoffmann
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Adaptive wavelet Galerkin methods for linear inverse problems | 1 | 1 | 1 | 88 | 4 | 19 | 20 | 359 |
| Flexible stochastic volatility structures for high frequency financial data | 0 | 0 | 0 | 2 | 0 | 5 | 7 | 170 |
| Modeling microstructure noise with mutually exciting point processes | 0 | 0 | 0 | 20 | 3 | 8 | 9 | 78 |
| Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed | 0 | 0 | 0 | 23 | 1 | 7 | 9 | 200 |
| Nonparametric estimation of the volatility under microstructure noise: wavelet adaptation | 0 | 0 | 0 | 41 | 0 | 4 | 5 | 84 |
| Total Working Papers | 1 | 1 | 1 | 174 | 8 | 43 | 50 | 891 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Adaptive estimation in diffusion processes | 0 | 1 | 2 | 16 | 0 | 6 | 11 | 59 |
| Minimax estimation of the diffusion coefficient through irregular samplings | 0 | 0 | 0 | 12 | 2 | 2 | 3 | 41 |
| Modelling microstructure noise with mutually exciting point processes | 0 | 0 | 0 | 19 | 2 | 6 | 11 | 77 |
| On nonparametric estimation in nonlinear AR(1)-models | 0 | 0 | 0 | 19 | 0 | 1 | 3 | 68 |
| Rate of convergence for parametric estimation in a stochastic volatility model | 0 | 0 | 0 | 9 | 0 | 7 | 7 | 45 |
| Some limit theorems for Hawkes processes and application to financial statistics | 0 | 2 | 6 | 20 | 4 | 17 | 30 | 104 |
| Statistical finance at the École Polytechnique, Paris: the informal FIESTA research group | 0 | 0 | 0 | 9 | 0 | 7 | 7 | 44 |
| Stochastic volatility and fractional Brownian motion | 0 | 1 | 1 | 16 | 3 | 13 | 15 | 83 |
| Total Journal Articles | 0 | 4 | 9 | 120 | 11 | 59 | 87 | 521 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail
Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.