Prof. Dr. Lars Winkelmann

School of Business and Economics
Boltzmannstraße 20
Raum 303
14195 Berlin

Tel:+49 30 838 52295 
lars.winkelmann (at)

Office hours:
By appointment
Prof.Dr. Lars Winkelmann

Recent research

Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book, with Bibinger, M. and Neely, C., Federal Reserve Bank of St. Louis Working Paper, 2017-012A, 2017. pdf

Common price and volatility jumps in noisy high-frequency data, with Bibinger, M., Electronic Journal of Statistics, 12, 2018-2073, 2018. pdf

Forward guidance and the predictability of monetary policy - a wavelet based jump detection approach, Journal of the Royal Statistical Society: Series C, 65, 299-314, 2016.

ECB monetary policy surprises: identification through cojumps in interest rates, with Bibinger, M. and Linzert, T., Journal of Applied Econometrics, 31, 613-629, 2016.

IRTG 1792