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 1 4 21 0 4 13 76
An optimal stopping problem in a diffusion-type model with delay 0 0 0 51 0 2 9 148
Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise 0 0 0 18 0 0 10 64
Discretisation of stochastic control problems for continuous time dynamics with delay 0 0 1 48 1 1 13 207
Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency 0 0 0 38 1 6 26 114
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence 0 0 0 45 1 1 5 55
Estimation of the characteristics of a Lévy process observed at arbitrary frequency 0 0 0 31 1 3 8 107
Estimation of the characteristics of a Lévy process observed at arbitrary frequency 0 0 0 15 1 3 8 97
Improved volatility estimation based on limit order books 1 1 1 78 2 4 7 69
Nonparametric test for a constant beta over a fixed time interval 0 0 0 44 1 3 12 106
On Rate Optimality for Ill-posed Inverse Problems in Econometrics 0 0 0 138 0 4 17 383
On rate optimality for ill-posed inverse problems in econometrics 0 0 0 13 0 4 8 81
Pointwise adaptive estimation for quantile regression 0 0 0 38 1 4 11 100
Spectral calibration of exponential Lévy Models [1] 0 0 0 52 0 1 11 241
Spectral calibration of exponential Lévy Models [2] 0 0 0 121 1 4 9 285
Spectral estimation of covolatility from noisy observations using local weights 0 0 1 1 1 5 13 31
Total Working Papers 1 2 7 752 11 49 180 2,164

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 0 4 12 38
Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations 0 0 0 3 0 4 10 51
ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS 0 1 2 29 0 2 14 113
Spectral calibration of exponential Lévy models 0 0 0 14 0 1 10 88
Total Journal Articles 0 1 2 60 0 11 50 323

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Statistics updated 2026-06-04