8
H index
8
i10 index
275
Citations
Markus Reiss : Citation Profile
Humboldt-Universität Berlin | RESEARCH PRODUCTION: 5 Articles 24 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:
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Main data
Where Markus Reiss has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk | 14 |
| SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany | 8 |
Recent works citing Markus Reiss (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Minimax Instrumental Variable Regression and $L_2$ Convergence Guarantees without Identification or Closedness. (2023). Newey, Whitney ; Mao, Xiaojie ; Kallus, Nathan ; Bennett, Andrew ; Uehara, Masatoshi ; Syrgkanis, Vasilis. In: Papers. RePEc:arx:papers:2302.05404. Full description at Econpapers || Download paper |
| 2023 | Symmetric positive semi-definite Fourier estimator of instantaneous variance-covariance matrix. (2023). Yasuda, Yukie ; Mariotti, Tommaso ; Mancino, Maria Elvira ; Liu, Nien-Lin ; Akahori, Jiro. In: Papers. RePEc:arx:papers:2304.04372. Full description at Econpapers || Download paper |
| 2023 | Source Condition Double Robust Inference on Functionals of Inverse Problems. (2023). Uehara, Masatoshi ; Syrgkanis, Vasilis ; Newey, Whitney ; Mao, Xiaojie ; Kallus, Nathan ; Bennett, Andrew. In: Papers. RePEc:arx:papers:2307.13793. Full description at Econpapers || Download paper |
| 2024 | Jump detection in high-frequency order prices. (2024). Ristig, Alexander ; Hautsch, Nikolaus ; Bibinger, Markus. In: Papers. RePEc:arx:papers:2403.00819. Full description at Econpapers || Download paper |
| 2023 | Bias reduction in spot volatility estimation from options. (2023). Zhang, Yang ; Todorov, Viktor. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:53-81. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Dynamic discrete copula models for high?frequency stock price changes. (2018). Lucas, Andre ; Koopman, Siem Jan ; Opschoor, Anne ; Lit, Rutger. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:33:y:2018:i:7:p:966-985. 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 | 91 |
| 2007 | On Rate Optimality for Ill-posed Inverse Problems in Econometrics.(2007) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | paper | |
| 2007 | On rate optimality for ill-posed inverse problems in econometrics.(2007) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | paper | |
| 2006 | Delay differential equations driven by Lévy processes: Stationarity and Feller properties In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 6 |
| 2006 | An optimal stopping problem in a diffusion-type model with delay In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 5 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | ||
| 2005 | An optimal stopping problem in a diffusion-type model with delay In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | 22 |
| 2006 | Spectral calibration of exponential Lévy Models [2] In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
| 2010 | Estimation of the characteristics of a Lévy process observed at arbitrary frequency In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
| 2011 | Estimation of the characteristics of a Lévy process observed at arbitrary frequency In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | 27 |
| 2006 | Spectral calibration of exponential Lévy models In: Finance and Stochastics. [Full Text][Citation analysis] | article | 30 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | ||
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | ||
| 2002 | Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations In: Statistical Inference for Stochastic Processes. [Full Text][Citation analysis] | article | 3 |
| In: . [Full Text][Citation analysis] | paper | 0 | |
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| In: . [Full Text][Citation analysis] | paper | 0 | |
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| In: . [Full Text][Citation analysis] | paper | 20 |
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