Access Statistics for Markus Reiss

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
A Donsker theorem for Lévy measures 0 0 4 21 0 0 13 76
An optimal stopping problem in a diffusion-type model with delay 0 0 0 51 0 0 9 148
Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise 0 0 0 18 1 1 10 65
Discretisation of stochastic control problems for continuous time dynamics with delay 0 0 1 48 0 1 13 207
Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency 0 0 0 38 0 1 26 114
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence 0 0 0 45 0 1 5 55
Estimation of the characteristics of a Lévy process observed at arbitrary frequency 0 0 0 15 0 1 8 97
Estimation of the characteristics of a Lévy process observed at arbitrary frequency 0 0 0 31 0 2 9 108
Improved volatility estimation based on limit order books 0 1 1 78 0 3 8 70
Nonparametric test for a constant beta over a fixed time interval 1 1 1 45 1 5 16 110
On Rate Optimality for Ill-posed Inverse Problems in Econometrics 0 0 0 138 1 1 18 384
On rate optimality for ill-posed inverse problems in econometrics 0 0 0 13 0 0 8 81
Pointwise adaptive estimation for quantile regression 0 0 0 38 0 1 11 100
Spectral calibration of exponential Lévy Models [1] 0 0 0 52 0 0 10 241
Spectral calibration of exponential Lévy Models [2] 0 0 0 121 0 1 8 285
Spectral estimation of covolatility from noisy observations using local weights 0 0 1 1 0 2 13 32
Total Working Papers 1 2 8 753 3 20 185 2,173

Journal Article File Downloads Abstract Views
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 0 0 4 33
Delay differential equations driven by Lévy processes: Stationarity and Feller properties 0 0 0 6 2 2 14 40
Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations 0 0 0 3 0 0 10 51
ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS 0 0 2 29 0 0 13 113
Spectral calibration of exponential Lévy models 0 0 0 14 0 1 11 89
Total Journal Articles 0 0 2 60 2 3 52 326

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Statistics updated 2026-08-07