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.