Markus Bibinger

Professor of Probability and Mathematical Statistics, University of Marburg, Germany

Markus Bibinger received his Ph.D. in mathematics from Humboldt University Berlin in 2011 and is currently a Professor of Probability and Mathematical Statistics at the University of Marburg in Germany.

He was a visiting research fellow at the Stevanovich Center from January to March 2012 while focusing on statistics of high-frequency financial data in a joint research project with Per A. Mykland.

Markus has been awarded the prize for outstanding dissertations by the Probability & Statistics Group of the DMV (German Mathematical Society).  Associated with his visit to the Stevanovich Center, he received a fellowship from the German Academic Exchange Service.

He served as a research employee at the University of Heidelberg from 2007-2010 and as lecturer for applied statistics at Humboldt University Berlin in 2011.

His current research interests include statistical inference for semi-martingales, semiparametric (Le Cam) efficiency, nonparametric function estimation, high-frequency and high-dimensional financial time series and non-synchronous discrete data.  He is also interested in applications to monetary policy surprises and economic shocks.

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