Markus Reiss : Citation Profile

Are you Markus Reiss?

Humboldt-Universität Berlin

6

H index

6

i10 index

208

Citations

RESEARCH PRODUCTION:

6

Articles

10

Papers

RESEARCH ACTIVITY:

   9 years (2002 - 2011). See details.
   Cites by year: 23
   Journals where Markus Reiss has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 2 (0.95 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pre305
   Updated: 2022-06-22    RAS profile: 2011-11-02    
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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:

Chen, Xiaohong (21)

Simoni, Anna (7)

Härdle, Wolfgang (7)

Fiocco, Raffaele (6)

Horst, Ulrich (6)

Schienle, Melanie (5)

TANKOV, PETER (4)

Belomestny, Denis (4)

Chernozhukov, Victor (3)

Centorrino, Samuele (3)

Meyer-Gohde, Alexander (3)

Cites to:

Härdle, Wolfgang (9)

Osipenko, Maria (2)

Scheffel, Juliane (2)

Boucekkine, Raouf (2)

Akdeniz Duran, Esra (2)

Puch, Luis (2)

Gushchin, Alexander (2)

Licandro, Omar (2)

Yang, Lijian (2)

merton, robert (1)

Herrera, Rodrigo (1)

Main data

Where Markus Reiss has published?

Journals with more than one article published# docs
Finance and Stochastics2

Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany8

Recent works citing Markus Reiss (2021 and 2020)

YearTitle of citing document
2021Convergence 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.

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2020Optimal 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.

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2022On Well-posedness and Minimax Optimal Rates of Nonparametric Q-function Estimation in Off-policy Evaluation. (2022). Qi, Zhengling ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2201.06169.

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2021Adaptive, Rate-Optimal Hypothesis Testing in Nonparametric IV Models. (2021). Chen, Xiaohong ; Breunig, Christoph. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2238r.

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2021Nonparametric Instrumental Variable Estimation of Binary Response Models with Continuous Endogenous Regressors. (2021). Centorrino, Samuele ; FLORENS, Jean-Pierre. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:35-63.

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2020Bootstrap 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.

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2021Stochastic functional Kolmogorov equations, I: Persistence. (2021). Yin, George ; Nguyen, Nhu N. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:142:y:2021:i:c:p:319-364.

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2021Higher-order small time asymptotic expansion of Itô semimartingale characteristic function with application to estimation of leverage from options. (2021). Todorov, Viktor. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:142:y:2021:i:c:p:671-705.

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2020Optimal stopping problems for running minima with positive discounting rates. (2020). Gapeev, Pavel V. In: Statistics & Probability Letters. RePEc:eee:stapro:v:167:y:2020:i:c:s0167715220302029.

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2020Optimal stopping problems for running minima with positive discounting rates. (2020). Gapeev, Pavel V. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:105849.

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2021Adaptive estimation in the linear random coefficients model when regressors have limited variation. (2021). Gautier, Eric ; Gaillac, Christophe. In: Post-Print. RePEc:hal:journl:hal-03374805.

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2020Adaptive 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.

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Works by Markus Reiss:

YearTitleTypeCited
2011ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS In: Econometric Theory.
[Full Text][Citation analysis]		article71
2007On 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: 71		paper
2007On 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: 71		paper
2006Delay differential equations driven by Lévy processes: Stationarity and Feller properties In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article4
2006An optimal stopping problem in a diffusion-type model with delay In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article5
2005An 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: 5		paper
2005Discretisation of Stochastic Control Problems for Continuous Time Dynamics with Delay In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2006Spectral calibration of exponential Lévy Models [1] In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper27
2006Spectral calibration of exponential Lévy models.(2006) In: Finance and Stochastics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		article
2006Spectral calibration of exponential Lévy Models [2] In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper29
2006Spectral calibration of exponential Lévy models.(2006) In: Finance and Stochastics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		article
2010Estimation of the characteristics of a Lévy process observed at arbitrary frequency In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper31
2011Estimation 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
2011Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper11
2011Pointwise adaptive estimation for quantile regression In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper27
2002Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations In: Statistical Inference for Stochastic Processes.
[Full Text][Citation analysis]		article2

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