Access Statistics for Markus Reiss

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Donsker theorem for Lévy measures	0	2	2	19	4	8	8	71
An optimal stopping problem in a diffusion-type model with delay	0	0	0	51	2	4	4	143
Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise	0	0	0	18	5	7	10	63
Discretisation of stochastic control problems for continuous time dynamics with delay	0	0	1	48	1	2	6	199
Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency	0	0	0	38	5	16	17	104
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence	0	0	0	45	3	4	5	54
Estimation of the characteristics of a Lévy process observed at arbitrary frequency	0	0	0	15	1	3	5	93
Estimation of the characteristics of a Lévy process observed at arbitrary frequency	0	0	0	31	1	2	2	101
Improved volatility estimation based on limit order books	0	0	0	77	2	2	2	64
Nonparametric test for a constant beta over a fixed time interval	0	0	0	44	2	5	8	102
On Rate Optimality for Ill-posed Inverse Problems in Econometrics	0	0	0	138	7	10	12	378
On rate optimality for ill-posed inverse problems in econometrics	0	0	0	13	2	3	4	77
Pointwise adaptive estimation for quantile regression	0	0	0	38	2	4	7	96
Spectral calibration of exponential Lévy Models [1]	0	0	0	52	4	5	10	239
Spectral calibration of exponential Lévy Models [2]	0	0	0	121	3	3	5	281
Spectral estimation of covolatility from noisy observations using local weights	0	0	0	0	3	5	9	24
Total Working Papers	0	2	3	748	47	83	114	2,089

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
An optimal stopping problem in a diffusion-type model with delay	0	0	0	8	1	1	2	31
Delay differential equations driven by Lévy processes: Stationarity and Feller properties	0	0	0	6	3	6	7	33
Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations	0	0	0	3	3	5	5	46
ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS	0	0	1	28	6	8	12	111
Spectral calibration of exponential Lévy models	0	0	0	14	3	6	8	86
Total Journal Articles	0	0	1	59	16	26	34	307

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Statistics updated 2026-02-12