Markus Bibinger

Prof. Dr. Markus Bibinger holds the Chair of Mathematics VIII (Applied Stochastics) at the University of Würzburg since October 2020. Previously, he was a W2 Professor of Stochastics at Philipps University of Marburg (2016–2020) and a Junior Professor for Theoretical Econometrics at the University of Mannheim (2015–2016).

• Education: Dr. rer. nat. (2011, Humboldt University Berlin), Diplom in Mathematics (2007, University of Heidelberg)
• Research Interests: Statistics for stochastic processes, financial market econometrics, high-frequency financial data analysis, asymptotic statistics, and stochastic differential equations

Article Trends: His recent work focuses on volatility estimation, jump detection in high-frequency data, and statistical inference for stochastic partial differential equations, with applications in financial econometrics and market microstructure. Collaborative research spans institutions like the University of Chicago and Humboldt University Berlin.

• Scientific Awards: Förderpreis der DMV-Fachgruppe Stochastik (2012)
• Students: Dr. Mehmet Madensoy, Dr. Patrick Bossert

Current roles include organizing international conferences (e.g., 16th Workshop on Stochastic Models, Statistics and Their Applications, 2026) and editorial contributions to journals such as Annals of Statistics and Journal of Econometrics. Teaching includes advanced courses in time series analysis and stochastics.