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 1 3 3 20 1 7 9 72
An optimal stopping problem in a diffusion-type model with delay 0 0 0 51 3 7 7 146
Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise 0 0 0 18 1 8 10 64
Discretisation of stochastic control problems for continuous time dynamics with delay 0 0 1 48 7 8 13 206
Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency 0 0 0 38 4 16 20 108
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence 0 0 0 45 0 4 4 54
Estimation of the characteristics of a Lévy process observed at arbitrary frequency 0 0 0 31 3 4 5 104
Estimation of the characteristics of a Lévy process observed at arbitrary frequency 0 0 0 15 1 3 6 94
Improved volatility estimation based on limit order books 0 0 0 77 1 3 3 65
Nonparametric test for a constant beta over a fixed time interval 0 0 0 44 1 6 9 103
On Rate Optimality for Ill-posed Inverse Problems in Econometrics 0 0 0 138 1 9 13 379
On rate optimality for ill-posed inverse problems in econometrics 0 0 0 13 0 2 4 77
Pointwise adaptive estimation for quantile regression 0 0 0 38 0 2 7 96
Spectral calibration of exponential Lévy Models [1] 0 0 0 52 1 6 11 240
Spectral calibration of exponential Lévy Models [2] 0 0 0 121 0 3 5 281
Spectral estimation of covolatility from noisy observations using local weights 1 1 1 1 2 5 9 26
Total Working Papers 2 4 5 750 26 93 135 2,115

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 2 3 4 33
Delay differential equations driven by Lévy processes: Stationarity and Feller properties 0 0 0 6 1 5 8 34
Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations 0 0 0 3 1 6 6 47
ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS 0 0 1 28 0 7 12 111
Spectral calibration of exponential Lévy models 0 0 0 14 1 6 9 87
Total Journal Articles 0 0 1 59 5 27 39 312

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04