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Lars Winkelmann

School of Business and Economics
Boltzmannstraße 20
Raum 301
14195 Berlin

Tel:+49 30 838 52295 
lars.winkelmann (at) fu-berlin.de

Office hours:
by appointment

Prof.Dr. Lars Winkelmann

Recent research

Cojump anchoring, with Yao, W., FU Discussion Paper, 2020/17, 2020.

Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book, with Bibinger, M. and Neely, C., Journal of Econometrics, 209, 158-184, 2019.

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

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.

IRTG 1792