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Markus Reiss

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Personal Details

First Name: Markus
Middle Name:
Last Name: Reiss
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RePEc Short-ID: pre305

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Homepage:
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Affiliation

Center for Applied Statistics and Econometrics (CASE)
Humboldt-Universität Berlin
Location: Berlin, Germany
Homepage: http://www.case.hu-berlin.de/
Email:
Phone: +49(0)30-2093-5630
Fax: +49(0)30-2093-5649
Postal: Spandauer Str. 1, 10178 Berlin
Handle: RePEc:edi:cahubde (more details at EDIRC)

Works

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Working papers

  1. Markus Reiß & Yves Rozenholc & Charles A. Cuenod, 2011. "Pointwise adaptive estimation for quantile regression," SFB 649 Discussion Papers SFB649DP2011-029, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Markus Reiß, 2011. "Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise," SFB 649 Discussion Papers SFB649DP2011-028, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Johanna Kappus & Markus Reiß, 2010. "Estimation of the characteristics of a Lévy process observed at arbitrary frequency," SFB 649 Discussion Papers SFB649DP2010-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Xiaohong Chen & Markus Reiss, 2007. "On Rate Optimality for Ill-posed Inverse Problems in Econometrics," Cowles Foundation Discussion Papers 1626, Cowles Foundation for Research in Economics, Yale University.
  5. Denis Belomestny & Markus Reiß, 2006. "Spectral calibration of exponential Lévy Models [1]," SFB 649 Discussion Papers SFB649DP2006-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  6. Denis Belomestny & Markus Reiß, 2006. "Spectral calibration of exponential Lévy Models [2]," SFB 649 Discussion Papers SFB649DP2006-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  7. Pavel V. Gapeev & Markus Reiß, 2005. "An optimal stopping problem in a diffusion-type model with delay," SFB 649 Discussion Papers SFB649DP2005-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  8. Markus Fischer & Markus Reiss, 2005. "Discretisation of Stochastic Control Problems for Continuous Time Dynamics with Delay," SFB 649 Discussion Papers SFB649DP2005-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Dec 2005.

Articles

  1. Chen, Xiaohong & Reiss, Markus, 2011. "On Rate Optimality For Ill-Posed Inverse Problems In Econometrics," Econometric Theory, Cambridge University Press, vol. 27(03), pages 497-521, June.
  2. Denis Belomestny & Markus Reiß, 2006. "Spectral calibration of exponential Lévy models," Finance and Stochastics, Springer, vol. 10(4), pages 449-474, December.
  3. Reiß, M. & Riedle, M. & van Gaans, O., 2006. "Delay differential equations driven by Lévy processes: Stationarity and Feller properties," Stochastic Processes and their Applications, Elsevier, vol. 116(10), pages 1409-1432, October.
  4. Gapeev, Pavel V. & Reiß, Markus, 2006. "An optimal stopping problem in a diffusion-type model with delay," Statistics & Probability Letters, Elsevier, vol. 76(6), pages 601-608, March.
  5. Markus Reiß, 2002. "Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations," Statistical Inference for Stochastic Processes, Springer, vol. 5(2), pages 131-152, May.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (5) 2006-05-13 2007-09-16 2007-11-24 2010-04-17 2011-06-11. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2010-04-17 2011-06-11 2011-06-11. Author is listed
  3. NEP-FMK: Financial Markets (2) 2006-05-13 2006-05-13
  4. NEP-MST: Market Microstructure (1) 2011-06-11

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