Working Papers Author Page in RePEc Author Page in SSRN "On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements" (with Ruihong Huang), Discussion Paper 2012-14, CRC 649, Humboldt-Universität zu Berlin   "Financial Network Systemic Risk Contributions" (with Julia Schaumburg and Melanie Schienle), Discussion Paper 2011-072, CRC 649, Humboldt-Universität zu Berlin   "The Merit of High-Frequency Data in Portfolio Allocation" (with Lada M. Kyj and Peter Malec), Discussion Paper 2011-059, CRC 649, Humboldt-Universität zu Berlin   "Predicting Bid-Ask Spreads Using Long Memory Autoregressive Conditional Poisson Models" (with Axel Groß-Klußmann), Discussion Paper 2011-044, CRC 649, Humboldt-Universität zu Berlin "Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes" (with Peter Malec and Melanie Schienle), Discussion Paper 2010-055, CRC 649, Humboldt-Universität zu Berlin "Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence" (with Mark Podolskij), Discussion Paper 2010-038, CRC 649, Humboldt-Universität zu Berlin "Analyzing Interest Rate Risk: Stochastic Volatility in the Term Structure of Government Bond Yields" (with Yangguoi Ou), revised version of Discussion Paper 2008-053, CRC 649, Humboldt-Universität zu Berlin