Concepedia
Statistics
Publications
16
Citations
491
H-Index
15
Active since
2010
Affiliations
Humboldt-Universität zu Berlin(Current)
Freie Universität Berlin
Philipps University of Marburg
University of Vienna
University of Cambridge
Markus Bibinger is an author at Humboldt-Universität zu Berlin specializing in statistics, engineering, and business.
Top concepts
StatisticsEngineeringBusinessFinanceProbabilityEconometricsAsset PricingEstimation TheoryStochastic AnalysisStochastic Processes
Publications per year
2010–2019
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
An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory
Markus Bibinger · Stochastic Processes and their Applications · 2012 · 58 citations
Engineering, Stochastic Processes, Stochastic System +8
Efficient Covariance Estimation for Asynchronous Noisy High‐Frequency Data
Markus Bibinger · Scandinavian Journal of Statistics · 2010 · 48 citations · Full text
Engineering, Stochastic Phenomenon, Integrated Covariance +16
Notes on the sum and maximum of independent exponentially distributed random variables with different scale parameters
Markus Bibinger · arXiv (Cornell University) · 2013 · 45 citations · Full text
Distributed Random Variables, Convolution Merge, Density Estimation +11
Estimating the Quadratic Covariation Matrix from Noisy Observations: Local Method of Moments and Efficiency
Markus Bibinger, Nikolaus Hautsch, Peter Malec · SSRN Electronic Journal · 2013 · 38 citations · Full text
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