Concepedia
Statistics
Publications
6
Citations
211
H-Index
Active since
2013
Affiliations
Freie Universität Berlin(Current)
Philipps University of Marburg
Humboldt-Universität zu Berlin
Lars Winkelmann is an author at Freie Universität Berlin specializing in business, statistics, and finance.
Top concepts
BusinessFinanceStatisticsEconomicsEconometricsMacroeconomicsMonetary PolicyEngineeringData ScienceAsset Pricing
Publications per year
2013–2019
Econometrics of co-jumps in high-frequency data with noise
Markus Bibinger, Lars Winkelmann · Journal of Econometrics · 2014 · 65 citations
High-frequency Data, Business, Econometrics +4
Assessing the anchoring of inflation expectations
Till Strohsal, Lars Winkelmann · Journal of International Money and Finance · 2014 · 60 citations
Expectation Formation, Monetary Policy, Economics +6
ECB Monetary Policy Surprises: Identification Through Cojumps in Interest Rates
Lars Winkelmann, Markus Bibinger, Tobias Linzert · Journal of Applied Econometrics · 2015 · 23 citations
Empirical Finance, Monetary Policy, Economic Forecasting +18
Quantitative forward guidance and the predictability of monetary policy - A wavelet based jump detection approach -
Lars Winkelmann · Econstor (Econstor) · 2013 · 23 citations · Full text
Engineering, Macroeconomic Forecasting, Economic Fluctuation +18
Common price and volatility jumps in noisy high-frequency data
Markus Bibinger, Lars Winkelmann · Electronic Journal of Statistics · 2018 · 21 citations · Full text
Volatility Modeling, Multivariate Stochastic Volatility, Financial Economics +15
1–5 of 6