Deutsch Intern
  • Mathematical formulas
  • Graphic Stochastics
  • Graphic Stochastics
Applied Stochastics


You can find the publication lists of members of this research group on their personal websites:

Current preprints and working papers

  • Markus Bibinger & Patrick Bossert (2022): Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities arxiv:2207.00357
  • Markus Bibinger (2023): Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise arxiv:2301.01965


More information about the book "A First Course on Time Series Analysis with SAS".