Markus Bibinger

542 total citations
18 papers, 211 citations indexed

About

Markus Bibinger is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, Markus Bibinger has authored 18 papers receiving a total of 211 indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in Finance, 7 papers in General Economics, Econometrics and Finance and 6 papers in Economics and Econometrics. Recurrent topics in Markus Bibinger's work include Financial Risk and Volatility Modeling (16 papers), Stochastic processes and financial applications (11 papers) and Monetary Policy and Economic Impact (7 papers). Markus Bibinger is often cited by papers focused on Financial Risk and Volatility Modeling (16 papers), Stochastic processes and financial applications (11 papers) and Monetary Policy and Economic Impact (7 papers). Markus Bibinger collaborates with scholars based in Germany, Austria and United Kingdom. Markus Bibinger's co-authors include Markus Reiß, Mathias Vetter, Nikolaus Hautsch, Per A. Mykland, Tobias Linzert and Christopher J. Neely and has published in prestigious journals such as Journal of Econometrics, The Annals of Statistics and Journal of Applied Econometrics.

In The Last Decade

Markus Bibinger

16 papers receiving 208 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Markus Bibinger Germany	10	185	121	59	38	14	18	211
Javier Hualde Spain	8	110 0.6×	100 0.8×	45 0.8×	109 2.9×	11 0.8×	21	192
Dante Amengual Spain	7	208 1.1×	223 1.8×	43 0.7×	155 4.1×	23 1.6×	20	346
Razvan Sufana Canada	6	359 1.9×	154 1.3×	37 0.6×	71 1.9×	30 2.1×	7	396
Tassos Magdalinos United Kingdom	9	243 1.3×	231 1.9×	73 1.2×	180 4.7×	49 3.5×	18	372
Matthias R. Fengler Switzerland	12	469 2.5×	167 1.4×	33 0.6×	75 2.0×	52 3.7×	36	543
José E. Figueroa‐López United States	12	275 1.5×	81 0.7×	33 0.6×	14 0.4×	70 5.0×	33	313
Tina Marquardt Germany	6	220 1.2×	88 0.7×	56 0.9×	11 0.3×	44 3.1×	9	258
Paolo Santucci de Magistris Italy	11	163 0.9×	151 1.2×	15 0.3×	59 1.6×	29 2.1×	33	225
Elise Gourier Switzerland	8	229 1.2×	107 0.9×	15 0.3×	19 0.5×	24 1.7×	14	266
Sabrina Mulinacci Italy	9	205 1.1×	104 0.9×	63 1.1×	38 1.0×	63 4.5×	22	276

Countries citing papers authored by Markus Bibinger

Since Specialization

Citations

This map shows the geographic impact of Markus Bibinger's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Markus Bibinger with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Markus Bibinger more than expected).

Fields of papers citing papers by Markus Bibinger

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Markus Bibinger. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Markus Bibinger. The network helps show where Markus Bibinger may publish in the future.

Co-authorship network of co-authors of Markus Bibinger

This figure shows the co-authorship network connecting the top 25 collaborators of Markus Bibinger. A scholar is included among the top collaborators of Markus Bibinger based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Markus Bibinger. Markus Bibinger is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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18 of 18 papers shown

Bibinger, Markus. (2024). Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise. Journal of Applied Probability. 61(3). 858–885.

Bibinger, Markus, et al.. (2023). Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities. Japanese Journal of Statistics and Data Science. 6(1). 407–429. 3 indexed citations

Bibinger, Markus, et al.. (2019). Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book. Journal of Econometrics. 209(2). 158–184. 8 indexed citations

Bibinger, Markus, et al.. (2018). Common price and volatility jumps in noisy high-frequency data. Electronic Journal of Statistics. 12(1). 13 indexed citations

Bibinger, Markus, et al.. (2017). Nonparametric change-point analysis of volatility. The Annals of Statistics. 45(4). 13 indexed citations

Bibinger, Markus & Per A. Mykland. (2016). Inference for Multi‐dimensional High‐frequency Data with an Application to Conditional Independence Testing. Scandinavian Journal of Statistics. 43(4). 1078–1102. 8 indexed citations

Bibinger, Markus, et al.. (2015). Functional stable limit theorems for quasi-efficient spectral covolatility estimators. Stochastic Processes and their Applications. 125(12). 4556–4600. 9 indexed citations

Bibinger, Markus, et al.. (2015). ECB Monetary Policy Surprises: Identification Through Cojumps in Interest Rates. Journal of Applied Econometrics. 31(4). 613–629. 12 indexed citations

Bibinger, Markus, et al.. (2014). Econometrics of co-jumps in high-frequency data with noise. Journal of Econometrics. 184(2). 361–378. 37 indexed citations

10.

Bibinger, Markus & Mathias Vetter. (2014). Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps. Annals of the Institute of Statistical Mathematics. 67(4). 707–743. 8 indexed citations

11.

Bibinger, Markus, et al.. (2014). ECB Monetary Policy Surprises: Identification through Cojumps in Interest Rates. SSRN Electronic Journal.

12.

Bibinger, Markus, et al.. (2014). Estimating the Spot Covariation of Asset Prices Statistical Theory and Empirical Evidence. SSRN Electronic Journal. 11 indexed citations

13.

Bibinger, Markus, et al.. (2014). Estimating the Spot Covariation of Asset Prices Statistical Theory and Empirical Evidence. SSRN Electronic Journal. 2 indexed citations

14.

Bibinger, Markus & Markus Reiß. (2013). Spectral Estimation of Covolatility from Noisy Observations Using Local Weights. Scandinavian Journal of Statistics. 41(1). 23–50. 20 indexed citations

15.

Bibinger, Markus, et al.. (2013). Estimating the Quadratic Covariation Matrix from Noisy Observations: Local Method of Moments and Efficiency. SSRN Electronic Journal. 19 indexed citations

16.

Bibinger, Markus. (2012). An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory. Stochastic Processes and their Applications. 122(6). 2411–2453. 22 indexed citations

17.

Bibinger, Markus. (2010). Efficient Covariance Estimation for Asynchronous Noisy High‐Frequency Data. Scandinavian Journal of Statistics. 38(1). 23–45. 25 indexed citations

18.

Bibinger, Markus, et al.. (2007). The new smart fortwo. ATZ worldwide. 109(5). 2–6. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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