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 0 2 11 66
Discretisation of stochastic control problems for continuous time dynamics with delay 0 0 1 48 0 0 12 207
Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency 0 0 0 38 0 0 26 114
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence 0 0 0 45 0 2 7 57
Estimation of the characteristics of a Lévy process observed at arbitrary frequency 0 0 0 31 0 0 9 108
Estimation of the characteristics of a Lévy process observed at arbitrary frequency 0 0 0 15 0 0 8 97
Improved volatility estimation based on limit order books 0 0 1 78 0 1 9 71
Nonparametric test for a constant beta over a fixed time interval 0 1 1 45 1 3 17 112
On Rate Optimality for Ill-posed Inverse Problems in Econometrics 0 0 0 138 1 2 19 385
On rate optimality for ill-posed inverse problems in econometrics 0 0 0 13 0 1 9 82
Pointwise adaptive estimation for quantile regression 0 0 0 38 0 0 11 100
Spectral calibration of exponential Lévy Models [1] 0 0 0 52 1 1 10 242
Spectral calibration of exponential Lévy Models [2] 0 0 0 121 0 1 8 286
Spectral estimation of covolatility from noisy observations using local weights 0 0 1 1 0 1 14 33
Total Working Papers 0 1 8 753 3 14 192 2,184

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 2 13 40
Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations 0 0 0 3 1 1 11 52
ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS 0 0 1 29 1 1 13 114
Spectral calibration of exponential Lévy models 0 0 0 14 0 0 10 89
Total Journal Articles 0 0 1 60 2 4 51 328

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Statistics updated 2026-10-11