School of Business and Economics
Tel:+49 30 838 52295
lars.winkelmann (at) fu-berlin.de
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.