Markus Reiss : Citation Profile


Are you Markus Reiss?

Humboldt-Universität Berlin

6

H index

6

i10 index

179

Citations

RESEARCH PRODUCTION:

6

Articles

10

Papers

RESEARCH ACTIVITY:

   9 years (2002 - 2011). See details.
   Cites by year: 19
   Journals where Markus Reiss has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 2 (1.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pre305
   Updated: 2020-10-17    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 (20)

Simoni, Anna (7)

Fiocco, Raffaele (6)

Horst, Ulrich (4)

Belomestny, Denis (4)

Härdle, Wolfgang (4)

FEVE, Frédérique (3)

Chernozhukov, Victor (3)

Taschini, Luca (3)

Schienle, Melanie (3)

Meyer-Gohde, Alexander (3)

Cites to:

Härdle, Wolfgang (9)

Puch, Luis (2)

Gushchin, Alexander (2)

Boucekkine, Raouf (2)

Licandro, Omar (2)

Osipenko, Maria (2)

Scheffel, Juliane (2)

Yang, Lijian (2)

Akdeniz Duran, Esra (2)

Zhu, Lixing (1)

Fengler, Matthias (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 (2020 and 2019)


YearTitle of citing document
2019A 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.

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2020Convergence 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

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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2019Uniform 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.

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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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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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2019Adaptive 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.

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Works by Markus Reiss:


YearTitleTypeCited
2011ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS In: Econometric Theory.
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article66
2007On Rate Optimality for Ill-posed Inverse Problems in Econometrics.(2007) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 66
paper
2007On rate optimality for ill-posed inverse problems in econometrics.(2007) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 66
paper
2006Delay differential equations driven by Lévy processes: Stationarity and Feller properties In: Stochastic Processes and their Applications.
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article3
2006An optimal stopping problem in a diffusion-type model with delay In: Statistics & Probability Letters.
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article2
2005An optimal stopping problem in a diffusion-type model with delay.(2005) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 2
paper
2005Discretisation of Stochastic Control Problems for Continuous Time Dynamics with Delay In: SFB 649 Discussion Papers.
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paper1
2006Spectral calibration of exponential Lévy Models [1] In: SFB 649 Discussion Papers.
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paper25
2006Spectral calibration of exponential Lévy models.(2006) In: Finance and Stochastics.
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This paper has another version. Agregated cites: 25
article
2006Spectral calibration of exponential Lévy Models [2] In: SFB 649 Discussion Papers.
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paper27
2006Spectral calibration of exponential Lévy models.(2006) In: Finance and Stochastics.
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This paper has another version. Agregated cites: 27
article
2010Estimation of the characteristics of a Lévy process observed at arbitrary frequency In: SFB 649 Discussion Papers.
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paper31
2011Estimation of the characteristics of a Lévy process observed at arbitrary frequency.(2011) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 31
paper
2011Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise In: SFB 649 Discussion Papers.
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paper11
2011Pointwise adaptive estimation for quantile regression In: SFB 649 Discussion Papers.
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paper11
2002Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations In: Statistical Inference for Stochastic Processes.
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article2

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