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person:"Hautsch, Nikolaus"
~person:"Brändle, Alexander"
~type_genre:"Aufsatz im Buch"
~type_genre:"Hochschulschrift"
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Hautsch, Nikolaus
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Four essays on the econometric analysis of high-frequency order data
Huang, Ruihong
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2012
Persistent link: https://www.econbiz.de/10009670513
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Volume based portfolio strategies : analysis of the relationship between trading activity and expected returns in the cross-section of Swiss stock
Brändle, Alexander
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2010
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Persistent link: https://www.econbiz.de/10003888258
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High-frequency volatility and liquidity
Hautsch, Nikolaus
;
Jeleskovic, Vahidin
- In:
Applied quantitative finance
,
(pp. 379-397)
.
2009
Persistent link: https://www.econbiz.de/10003746425
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