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.
