6
H index
6
i10 index
179
Citations
Markus Reiss : Citation Profile
Humboldt-Universität Berlin | RESEARCH PRODUCTION: 6 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2002 - 2011). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Markus Reiss. | Is cited by:
| Cites to:
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Main data
Where Markus Reiss has published?
| Journals with more than one article published | # docs |
|---|---|
| Finance and Stochastics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany | 8 |
Recent works citing Markus Reiss (2020 and 2019)
| Year | Title of citing document |
|---|---|
| 2019 | A pricing formula for delayed claims: Appreciating the past to value the future. (2019). Biffis, Enrico ; Prosdocimi, Cecilia ; Goldys, Beniamin . In: Papers. RePEc:arx:papers:1505.04914. Full description at Econpapers || Download paper |
| 2020 | Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence. (2015). Dunker, Fabian. In: Papers. RePEc:arx:papers:1511.03977. Full description at Econpapers || Download paper |
| 2020 | Optimal portfolio choice with path dependent labor income: the infinite horizon case. (2020). Gozzi, Fausto ; Prosdocimi, Cecilia ; Biffis, Enrico. In: Papers. RePEc:arx:papers:2002.00201. Full description at Econpapers || Download paper |
| 2019 | Uniform confidence bands for nonparametric errors-in-variables regression. (2019). Sasaki, Yuya ; Kato, Kengo. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:516-555. Full description at Econpapers || Download paper |
| 2020 | Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations. (2020). Kurisu, Daisuke ; Kato, Kengo. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:3:p:1159-1205. Full description at Econpapers || Download paper |
| 2020 | Adaptive estimation in the linear random coefficients model when regressors have limited variation. (2019). Gautier, Eric ; Gaillac, Christophe. In: Working Papers. RePEc:hal:wpaper:hal-02130472. Full description at Econpapers || Download paper |
| 2019 | Adaptive estimation in the linear random coefficients model when regressors have limited variation. (2019). Gautier, Eric ; Gaillac, Christophe. In: TSE Working Papers. RePEc:tse:wpaper:123181. Full description at Econpapers || Download paper |
Works by Markus Reiss:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS In: Econometric Theory. [Full Text][Citation analysis] | article | 66 |
| 2007 | On Rate Optimality for Ill-posed Inverse Problems in Econometrics.(2007) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
| 2007 | On rate optimality for ill-posed inverse problems in econometrics.(2007) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
| 2006 | Delay differential equations driven by Lévy processes: Stationarity and Feller properties In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 3 |
| 2006 | An optimal stopping problem in a diffusion-type model with delay In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 2 |
| 2005 | An optimal stopping problem in a diffusion-type model with delay.(2005) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2005 | Discretisation of Stochastic Control Problems for Continuous Time Dynamics with Delay In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Spectral calibration of exponential Lévy Models [1] In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
| 2006 | Spectral calibration of exponential Lévy models.(2006) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
| 2006 | Spectral calibration of exponential Lévy Models [2] In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 27 |
| 2006 | Spectral calibration of exponential Lévy models.(2006) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
| 2010 | Estimation of the characteristics of a Lévy process observed at arbitrary frequency In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 31 |
| 2011 | Estimation of the characteristics of a Lévy process observed at arbitrary frequency.(2011) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 2011 | Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
| 2011 | Pointwise adaptive estimation for quantile regression In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
| 2002 | Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations In: Statistical Inference for Stochastic Processes. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2020. Contact: CitEc Team