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	0	0	17	0	0	0	63
An optimal stopping problem in a diffusion-type model with delay	0	0	0	51	0	0	0	139
Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise	0	0	0	18	1	1	1	54
Discretisation of stochastic control problems for continuous time dynamics with delay	0	0	0	47	0	0	0	193
Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency	0	0	1	38	1	1	2	88
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence	0	0	0	45	1	3	3	50
Estimation of the characteristics of a Lévy process observed at arbitrary frequency	0	0	1	31	0	0	1	99
Estimation of the characteristics of a Lévy process observed at arbitrary frequency	0	0	0	15	0	0	0	88
Improved volatility estimation based on limit order books	0	0	0	77	0	2	3	62
Nonparametric test for a constant beta over a fixed time interval	0	0	0	44	0	0	0	94
On Rate Optimality for Ill-posed Inverse Problems in Econometrics	0	0	1	138	0	0	1	366
On rate optimality for ill-posed inverse problems in econometrics	0	0	1	13	0	0	4	73
Pointwise adaptive estimation for quantile regression	0	0	0	38	0	1	1	89
Spectral calibration of exponential Lévy Models [1]	0	0	0	52	0	1	2	229
Spectral calibration of exponential Lévy Models [2]	0	0	0	121	0	0	0	276
Spectral estimation of covolatility from noisy observations using local weights	0	0	0	0	2	3	3	17
Total Working Papers	0	0	4	745	5	12	21	1,980

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	0	0	0	29
Delay differential equations driven by Lévy processes: Stationarity and Feller properties	0	0	1	6	0	0	1	26
Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations	0	0	0	3	0	0	0	41
ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS	0	0	1	27	0	0	1	99
Spectral calibration of exponential Lévy models	0	0	0	14	0	0	0	78
Total Journal Articles	0	0	2	58	0	0	2	273

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Statistics updated 2025-03-03