Markus Reiss : Citation Profile

Humboldt-Universität Berlin

8

H index

8

i10 index

278

Citations

RESEARCH PRODUCTION:

5

Articles

24

Papers

RESEARCH ACTIVITY:

   9 years (2002 - 2011). See details.
   Cites by year: 30
   Journals where Markus Reiss has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 4 (1.42 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pre305
   Updated: 2025-03-22    RAS profile: 2023-02-24    
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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 (23)

Simoni, Anna (7)

Härdle, Wolfgang (7)

Belomestny, Denis (7)

Horst, Ulrich (6)

Fiocco, Raffaele (6)

Schienle, Melanie (5)

Hautsch, Nikolaus (5)

Wilhelm, Daniel (5)

Chernozhukov, Victor (5)

TANKOV, PETER (5)

Cites to:

Härdle, Wolfgang (17)

Shephard, Neil (8)

Hansen, Peter (6)

Belomestny, Denis (5)

Osipenko, Maria (4)

Yang, Lijian (4)

Lunde, Asger (4)

Scheffel, Juliane (4)

Akdeniz Duran, Esra (4)

Boucekkine, Raouf (3)

Ait-Sahalia, Yacine (3)

Main data

Production by document typearticlepaper200220032004200520062007200820092010201102.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200220032004200520062007200820092010201105101520Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2008200920102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2002200320042005200620072008200920102011050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 8Most cited documents12345678910050100Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030510h-index Highcharts.comExport to raster or vector imagePrint the chart

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 Risk14

Recent works citing Markus Reiss (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Jump 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

2024Testing for jumps with robust spot volatility estimators. (2024). Sun, Yucheng. In: Statistica Neerlandica. RePEc:bla:stanee:v:78:y:2024:i:1:p:79-104.

Full description at Econpapers || Download paper

2025Input estimation from discrete workload observations in a Lévy-driven storage system. (2025). Nieman, Dennis ; Mandjes, Michel ; Ravner, Liron. In: Statistics & Probability Letters. RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002190.

Full description at Econpapers || Download paper

Works by Markus Reiss:

Year  ↓Title  ↓Type  ↓Cited  ↓
2011ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS In: Econometric Theory.
[Full Text][Citation analysis]		article91
2007On 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
2007On 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
2006Delay differential equations driven by Lévy processes: Stationarity and Feller properties In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article6
2006An optimal stopping problem in a diffusion-type model with delay In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article5
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This paper has nother version. Agregated cites: 5		paper
2005An optimal stopping problem in a diffusion-type model with delay In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
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]		paper22
2006Spectral calibration of exponential Lévy Models [2] In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper26
2010Estimation of the characteristics of a Lévy process observed at arbitrary frequency In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper32
2011Estimation of the characteristics of a Lévy process observed at arbitrary frequency In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
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
2006Spectral calibration of exponential Lévy models In: Finance and Stochastics.
[Full Text][Citation analysis]		article30
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This paper has nother version. Agregated cites: 30		paper
2002Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations In: Statistical Inference for Stochastic Processes.
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