| Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency M Bibinger, N Hautsch, P Malec, M Reiß | 112 | 2014 |
| Estimating the spot covariation of asset prices—statistical theory and empirical evidence M Bibinger, N Hautsch, P Malec, M Reiss Journal of Business & Economic Statistics 37 (3), 419-435, 2019 | 77 | 2019 |
| Econometrics of co-jumps in high-frequency data with noise M Bibinger, L Winkelmann Journal of Econometrics 184 (2), 361-378, 2015 | 73 | 2015 |
| Notes on the sum and maximum of independent exponentially distributed random variables with different scale parameters M Bibinger arXiv preprint arXiv:1307.3945, 2013 | 69 | 2013 |
| Volatility estimation for stochastic PDEs using high-frequency observations M Bibinger, M Trabs Stochastic Processes and their Applications 130 (5), 3005-3052, 2020 | 56 | 2020 |
| Efficient covariance estimation for asynchronous noisy high‐frequency data M Bibinger Scandinavian Journal of Statistics 38 (1), 23-45, 2011 | 51 | 2011 |
| An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory M Bibinger Stochastic Processes and their Applications 122 (6), 2411-2453, 2012 | 45 | 2012 |
| Spectral estimation of covolatility from noisy observations using local weights M Bibinger, M Reiß Scandinavian Journal of Statistics 41 (1), 23-50, 2014 | 43 | 2014 |
| ECB monetary policy surprises: identification through cojumps in interest rates L Winkelmann, M Bibinger, T Linzert Journal of Applied Econometrics 31 (4), 613-629, 2016 | 30 | 2016 |
| Nonparametric change-point analysis of volatility M Bibinger, M Jirak, M Vetter | 28 | 2017 |
| On central limit theorems for power variations of the solution to the stochastic heat equation M Bibinger, M Trabs Stochastic Models, Statistics and Their Applications: Dresden, Germany …, 2019 | 27 | 2019 |
| Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book M Bibinger, C Neely, L Winkelmann Journal of econometrics 209 (2), 158-184, 2019 | 23 | 2019 |
| Common price and volatility jumps in noisy high-frequency data M Bibinger, L Winkelmann | 22 | 2018 |
| Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps M Bibinger, M Vetter Annals of the Institute of Statistical Mathematics 67, 707-743, 2015 | 22 | 2015 |
| Functional stable limit theorems for quasi-efficient spectral covolatility estimators R Altmeyer, M Bibinger Stochastic Processes and their applications 125 (12), 4556-4600, 2015 | 21 | 2015 |
| Volatility estimation under one-sided errors with applications to limit order books M Bibinger, M Jirak, M Reiß | 20 | 2016 |
| Inference for Multi‐dimensional High‐frequency Data with an Application to Conditional Independence Testing M Bibinger, PA Mykland Scandinavian Journal of Statistics 43 (4), 1078-1102, 2016 | 17 | 2016 |
| Inference for multi-dimensional high-frequency data: equivalence of methods, central limit theorems, and an application to conditional independence testing M Bibinger, PA Mykland arXiv preprint arXiv:1301.2074, 2013 | 10 | 2013 |
| Functional stable limit theorems for efficient spectral covolatility estimators R Altmeyer, M Bibinger Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2014 | 7 | 2014 |
| Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities M Bibinger, P Bossert Japanese Journal of Statistics and Data Science 6 (1), 407-429, 2023 | 6 | 2023 |
Nikolaus HautschProfessor of Finance and Statistics, University of Vienna, AustriaVerified email at univie.ac.at
