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Prof. Dr. 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


Recent research

Inference on the maximal rank of time-varying covariance matrices using high-frequency data, with Reiß, M., Annals of Statistics, forthcoming.

Tests for jumps in yield spreads, with Yao, W., FU Discussion Paper, 2021/15, 2021.

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.

IRTG 1792