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
An optimal stopping problem in a diffusion-type model with delay 0 0 0 51 0 0 0 138
Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise 0 0 0 18 0 0 1 52
Discretisation of Stochastic Control Problems for Continuous Time Dynamics with Delay 0 0 0 46 0 0 3 191
Estimation of the characteristics of a Lévy process observed at arbitrary frequency 0 0 0 15 0 0 1 88
Estimation of the characteristics of a Lévy process observed at arbitrary frequency 0 0 0 30 0 0 0 98
On Rate Optimality for Ill-posed Inverse Problems in Econometrics 2 2 3 134 2 2 3 357
On rate optimality for ill-posed inverse problems in econometrics 0 0 0 12 0 0 0 67
Pointwise adaptive estimation for quantile regression 0 0 0 38 0 0 0 88
Spectral calibration of exponential Lévy Models [1] 0 0 0 50 0 0 0 225
Spectral calibration of exponential Lévy Models [2] 0 0 0 121 0 0 0 275
Total Working Papers 2 2 3 515 2 2 8 1,579


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 0 28
Delay differential equations driven by Lévy processes: Stationarity and Feller properties 0 0 1 4 0 0 1 23
Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations 0 0 0 3 0 0 2 40
ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS 0 0 0 25 0 0 1 94
Spectral calibration of exponential Lévy models 0 0 0 13 0 0 6 77
Total Journal Articles 0 0 1 53 0 0 10 262


Statistics updated 2022-11-05