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isPartOf:"Jahrbücher für Nationalökonomie und Statistik"
subject:"Schätzung"
~isPartOf:"CESifo seminar series in economic policy"
~isPartOf:"European economic review : EER"
~isPartOf:"Giornale degli economisti e annali di economia"
~isPartOf:"International review of financial analysis"
~isPartOf:"International symposia in economic theory and econometrics"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Kiel working paper"
~isPartOf:"Springer proceedings in business and economics"
~isPartOf:"Working paper"
~person:"Hautsch, Nikolaus"
~source:"econis"
~subject:"Schock"
~subject:"Theorie"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Konferenzschrift"
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Schätzung
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Estimation
4
Börsenkurs
3
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3
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3
Share price
3
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2
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Hautsch, Nikolaus
Pesaran, M. Hashem
12
Marcellino, Massimiliano
9
Koop, Gary
7
Eickmeier, Sandra
6
Mumtaz, Haroon
6
Wagner, Joachim
6
Bellmann, Lutz
5
Egger, Peter
5
Franses, Philip Hans
5
Ma, Feng
5
Narayan, Paresh Kumar
5
Pendakur, Krishna
5
Phillips, Peter C. B.
5
Su, Liangjun
5
Westerlund, Joakim
5
Xuan Vinh Vo
5
Baltagi, Badi H.
4
Bouri, Elie
4
Chortareas, Georgios E.
4
Clark, Todd E.
4
Escanciano, Juan Carlos
4
Gao, Jiti
4
Gospodinov, Nikolaj
4
Hujer, Reinhard
4
Härdle, Wolfgang
4
Hübler, Olaf
4
Kilian, Lutz
4
Koopman, Siem Jan
4
Liesenfeld, Roman
4
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4
Nielsen, Morten Ørregaard
4
Pozzi, Lorenzo
4
Ravazzolo, Francesco
4
Riphahn, Regina T.
4
Smith, Simon C.
4
Urga, Giovanni
4
Urquhart, Andrew
4
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4
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4
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Jahrbücher für Nationalökonomie und Statistik
CESifo seminar series in economic policy
European economic review : EER
Giornale degli economisti e annali di economia
International review of financial analysis
International symposia in economic theory and econometrics
Journal of applied econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Kiel working paper
Springer proceedings in business and economics
Working paper
Journal of banking & finance
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European finance review : the official journal of the European Finance Association
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Estimating the spot covariation of asset prices : statistical theory and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10012178185
Saved in:
2
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
3
Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
Saved in:
4
A blocking and regularization approach to high-dimensional realized covariance estimation
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Oomen, Roel C. A.
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 625-645
Persistent link: https://www.econbiz.de/10009618510
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