8
H index
8
i10 index
282
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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12 years (2002 - 2014). 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?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk | 14 |
Recent works citing Markus Reiss (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Jump detection in high-frequency order prices. (2024). Hautsch, Nikolaus ; Bibinger, Markus ; Ristig, Alexander. In: Papers. RePEc:arx:papers:2403.00819. Full description at Econpapers || Download paper |
| 2024 | A nonparametric test for diurnal variation in spot correlation processes. (2024). Liu, Zhi ; Hounyo, Ulrich ; Christensen, Kim. In: Papers. RePEc:arx:papers:2408.02757. Full description at Econpapers || Download paper |
| 2025 | Debiased Ill-Posed Regression. (2025). Rotnitzky, Andrea ; Robins, James M ; Ghassami, Amiremad. In: Papers. RePEc:arx:papers:2505.20787. Full description at Econpapers || Download paper |
| 2025 | Beyond Returns: A Candlestick-Based Approach to Spot Covariance Estimation. (2025). Simsek, Yasin. In: Papers. RePEc:arx:papers:2510.12911. Full description at Econpapers || Download paper |
| 2024 | Testing 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 |
| 2025 | Iterative estimation of nonparametric regressions with continuous endogenous variables and discrete instruments. (2025). Centorrino, Samuele ; Fve, Frdrique ; Florens, Jean-Pierre. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407625000041. Full description at Econpapers || Download paper |
| 2024 | Realized normal volatility and maximum outlying jumps in high frequency returns for Korean won–US Dollar. (2024). Chae-Deug, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s105752192400276x. Full description at Econpapers || Download paper |
| 2025 | Input 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 |
| 2024 | A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance. (2024). Miloevi, Bojana ; Luki, Ikica. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:76:y:2024:i:5:d:10.1007_s10463-024-00902-z. 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 | 93 |
| 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: 93 | 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: 93 | 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 |
| 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 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 |
| 2006 | Spectral calibration of exponential Lévy Models [1].(2006) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2006 | Spectral calibration of exponential Lévy Models [2].(2006) In: SFB 649 Discussion Papers. [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 |
| 2005 | Discretisation of stochastic control problems for continuous time dynamics with delay In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Estimation of the characteristics of a Lévy process observed at arbitrary frequency In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 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 nother version. Agregated cites: 2 | paper | |
| 2011 | Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Pointwise adaptive estimation for quantile regression In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Spectral estimation of covolatility from noisy observations using local weights In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | A Donsker theorem for Lévy measures In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Nonparametric test for a constant beta over a fixed time interval In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Improved volatility estimation based on limit order books In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Estimating the spot covariation of asset prices: Statistical theory and empirical evidence In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
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