Markus Bibinger
Author
Alternate name Markus Bibinger
Institution University of Würzburg
Past institutions Chalmers University of Technology, Tampere University, University of Würzburg, Statistics Finland, University of Helsinki +5 more
ORCID: Yes
H-index: 17
I10-index: 21
Works count: 92
Citations count: 752
Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency
2014 · Markus Bibinger, Nikolaus Hautsch, et al. · The Annals of Statistics
Econometrics of co-jumps in high-frequency data with noise
2014 · Markus Bibinger, Lars Winkelmann · Journal of Econometrics
An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory
2012 · Markus Bibinger · Stochastic Processes and their Applications