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	3	56
Discretisation of stochastic control problems for continuous time dynamics with delay	1	1	1	48	2	3	4	197
Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency	0	0	0	38	0	0	1	88
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence	0	0	0	45	0	0	3	50
Estimation of the characteristics of a Lévy process observed at arbitrary frequency	0	0	0	15	1	1	2	90
Estimation of the characteristics of a Lévy process observed at arbitrary frequency	0	0	0	31	0	0	0	99
Improved volatility estimation based on limit order books	0	0	0	77	0	0	2	62
Nonparametric test for a constant beta over a fixed time interval	0	0	0	44	2	3	3	97
On Rate Optimality for Ill-posed Inverse Problems in Econometrics	0	0	0	138	2	2	2	368
On rate optimality for ill-posed inverse problems in econometrics	0	0	0	13	1	1	1	74
Pointwise adaptive estimation for quantile regression	0	0	0	38	3	3	4	92
Spectral calibration of exponential Lévy Models [1]	0	0	0	52	2	3	7	234
Spectral calibration of exponential Lévy Models [2]	0	0	0	121	0	1	2	278
Spectral estimation of covolatility from noisy observations using local weights	0	0	0	0	0	0	5	19
Total Working Papers	1	1	1	746	14	18	39	2,006

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	1	1	1	30
Delay differential equations driven by Lévy processes: Stationarity and Feller properties	0	0	0	6	0	1	1	27
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	1	1	28	2	3	4	103
Spectral calibration of exponential Lévy models	0	0	0	14	1	2	2	80
Total Journal Articles	0	1	1	59	4	7	8	281

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Statistics updated 2025-11-08