Markus Reiss
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Markus |
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Reiss |
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Contact
Affiliations
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Humboldt-Universität Berlin
/ Center for Applied Statistics and Econometrics (CASE)
Research profile
author of:
- On Rate Optimality For Ill-Posed Inverse Problems In Econometrics (RePEc:cup:etheor:v:27:y:2011:i:03:p:497-521_00)
by Chen, Xiaohong & Reiss, Markus - On Rate Optimality for Ill-posed Inverse Problems in Econometrics (RePEc:cwl:cwldpp:1626)
by Xiaohong Chen & Markus Reiss - Delay differential equations driven by Lévy processes: Stationarity and Feller properties (RePEc:eee:spapps:v:116:y:2006:i:10:p:1409-1432)
by Reiß, M. & Riedle, M. & van Gaans, O. - An optimal stopping problem in a diffusion-type model with delay (RePEc:eee:stapro:v:76:y:2006:i:6:p:601-608)
by Gapeev, Pavel V. & Reiß, Markus - An optimal stopping problem in a diffusion-type model with delay (RePEc:hum:wpaper:sfb649dp2005-005)
by Pavel V. Gapeev & Markus Reiß - Discretisation of Stochastic Control Problems for Continuous Time Dynamics with Delay (RePEc:hum:wpaper:sfb649dp2005-038)
by Markus Fischer & Markus Reiss - Spectral calibration of exponential Lévy Models [1] (RePEc:hum:wpaper:sfb649dp2006-034)
by Denis Belomestny & Markus Reiß - Spectral calibration of exponential Lévy Models [2] (RePEc:hum:wpaper:sfb649dp2006-035)
by Denis Belomestny & Markus Reiß - Estimation of the characteristics of a Lévy process observed at arbitrary frequency (RePEc:hum:wpaper:sfb649dp2010-015)
by Johanna Kappus & Markus Reiß - Estimation of the characteristics of a Lévy process observed at arbitrary frequency (RePEc:hum:wpaper:sfb649dp2011-027)
by Johanna Kappus & Markus Reiß - Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise (RePEc:hum:wpaper:sfb649dp2011-028)
by Markus Reiß - Pointwise adaptive estimation for quantile regression (RePEc:hum:wpaper:sfb649dp2011-029)
by Markus Reiß & Yves Rozenholc & Charles A. Cuenod - On rate optimality for ill-posed inverse problems in econometrics (RePEc:ifs:cemmap:20/07)
by Xiaohong Chen & Markus Reiss - Spectral calibration of exponential Lévy models (RePEc:spr:finsto:v:10:y:2006:i:4:p:449-474)
by Denis Belomestny & Markus Reiß - Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations (RePEc:spr:sistpr:v:5:y:2002:i:2:p:131-152)
by Markus Reiß - An optimal stopping problem in a diffusion-type model with delay (RePEc:zbw:sfb649:sfb649dp2005-005)
by Gapeev, Pavel V. & Reiß, Markus - Discretisation of stochastic control problems for continuous time dynamics with delay (RePEc:zbw:sfb649:sfb649dp2005-038)
by Fischer, Markus & Reiß, Markus - Spectral calibration of exponential Lévy Models [1] (RePEc:zbw:sfb649:sfb649dp2006-034)
by Belomestny, Denis & Reiß, Markus - Spectral calibration of exponential Lévy Models [2] (RePEc:zbw:sfb649:sfb649dp2006-035)
by Belomestny, Denis & Reiß, Markus - Estimation of the characteristics of a Lévy process observed at arbitrary frequency (RePEc:zbw:sfb649:sfb649dp2010-015)
by Kappus, Johanna & Reiß, Markus - Estimation of the characteristics of a Lévy process observed at arbitrary frequency (RePEc:zbw:sfb649:sfb649dp2011-027)
by Kappus, Johanna & Reiß, Markus - Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise (RePEc:zbw:sfb649:sfb649dp2011-028)
by Reiß, Markus - Pointwise adaptive estimation for quantile regression (RePEc:zbw:sfb649:sfb649dp2011-029)
by Reiß, Markus & Rozenholc, Yves & Cuenod, Charles A. - Spectral estimation of covolatility from noisy observations using local weights (RePEc:zbw:sfb649:sfb649dp2011-086)
by Bibinger, Markus & Reiß, Markus - A Donsker theorem for Lévy measures (RePEc:zbw:sfb649:sfb649dp2012-003)
by Nickl, Richard & Reiß, Markus - Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency (RePEc:zbw:sfb649:sfb649dp2013-017)
by Bibinger, Markus & Hautsch, Nikolaus & Malec, Peter & Reiss, Markus - Nonparametric test for a constant beta over a fixed time interval (RePEc:zbw:sfb649:sfb649dp2014-022)
by Reiß, Markus & Todorov, Viktor & Tauchen, George - Improved volatility estimation based on limit order books (RePEc:zbw:sfb649:sfb649dp2014-053)
by Bibinger, Markus & Jirak, Moritz & Reiss, Markus - Estimating the spot covariation of asset prices: Statistical theory and empirical evidence (RePEc:zbw:sfb649:sfb649dp2014-055)
by Bibinger, Markus & Hautsch, Nikolaus & Malec, Peter & Reiss, Markus