Publications
You can find the publication lists of members of this research group on their personal websites:
- Publications Prof. Dr. Markus Bibinger
- Publications PD Dr. habil. Anton Klimovsky
- Publications Prof. Dr. Michael Falk
- Publications Prof. Dr. Frank Marohn
- Publications Prof. Dr. Rainer Goeb at ResearchGate
Current preprints and working papers
- Markus Bibinger, Nikolaus Hautsch & Alexander Ristig (2024): Jump detection in high-frequency order prices arxive: 2403.00819
- Patrick Bossert (2023): Parameter estimation for second-order SPDEs in multiple space dimensions arxive: 2310.17828
- Markus Bibinger & Michael Sonntag (2023): Testing for jumps in processes with integral fractional part and jump-robust inference on the Hurst exponent arxiv:2305.01751
- Markus Bibinger & Patrick Bossert (2023): Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities link, forthcoming in Japanese Journal of Statistics and Data Science
- Markus Bibinger (2023): Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise arxiv:2301.01965, forthcoming in the Journal of Applied Probability
More information about the book "A First Course on Time Series Analysis with SAS".
