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subject:"Estimation"
subject:"Public choice"
~person:"Baillie, Richard"
~person:"Hautsch, Nikolaus"
~person:"Rösch, Daniel"
~source:"econis"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Schätzung"
~subject:"Spieltheorie"
~subject:"Trading volume"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
Public choice
CAPM
Capital income
Schätzung
Spieltheorie
Trading volume
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Theorie
68
Theory
68
Estimation theory
13
Schätztheorie
13
Börsenkurs
11
Share price
11
Time series analysis
10
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10
Credit risk
9
Kreditrisiko
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Aufsatz in Zeitschrift
Graue Literatur
49
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49
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48
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48
Article in journal
33
Hochschulschrift
3
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English
28
German
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Baillie, Richard
Hautsch, Nikolaus
Rösch, Daniel
Güth, Werner
41
Gupta, Rangan
39
Gil-Alaña, Luis A.
37
Caporale, Guglielmo Maria
36
Kelly, Jerry S.
35
Le Breton, Michel
35
Campbell, Donald E.
34
Fudenberg, Drew
33
Jarrow, Robert A.
32
Madan, Dilip B.
31
Samuelson, Larry
31
Fabozzi, Frank J.
30
Palfrey, Thomas R.
29
Serletis, Apostolos
29
Tijs, Stef
28
Bollerslev, Tim
27
Levine, David K.
26
McAleer, Michael
26
Peleg, Bezalel
26
Wohar, Mark E.
26
Binmore, Ken
25
Jackson, Matthew O.
25
Kumbhakar, Subal
25
Timmermann, Allan
25
Sen, Arunava
24
Ghysels, Eric
23
Renault, Eric
23
Alesina, Alberto
22
Frey, Bruno S.
22
Morris, Stephen
22
Nitsan, Shemuʾel
22
Saari, Donald
22
Buchanan, James M.
21
Gersbach, Hans
21
Hansen, Lars Peter
21
Peters, Hans J. M.
21
Roth, Alvin E.
21
Zhou, Guofu
21
Chiarella, Carl
20
Dutta, Bhaskar
20
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HFDF <2, 1998, Zürich>
1
Published in...
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Journal of banking & finance
4
Journal of empirical finance
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of applied econometrics
2
Journal of economic dynamics & control
2
Journal of financial markets
2
Die Betriebswirtschaft : DBW
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Finanzmarkt und Portfolio-Management
1
Journal of econometrics
1
Journal of economic behavior & organization : JEBO
1
Journal of forecasting
1
Journal of international money and finance
1
Market microstructure and liquidity
1
Review of derivatives research
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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
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ECONIS (ZBW)
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33
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11
An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010519296
Saved in:
12
Capturing the zero : a new class of zero-augmented distributions and multiplicative error processes
Hautsch, Nikolaus
;
Malec, Peter
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 89-121
Persistent link: https://www.econbiz.de/10010233604
Saved in:
13
Predicting bid-ask spreads using long-memory autoregressive conditional poisson models
Groß-Klußmann, Axel
;
Hautsch, Nikolaus
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 724-742
Persistent link: https://www.econbiz.de/10010344462
Saved in:
14
Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
Saved in:
15
The market impact of a limit order
Hautsch, Nikolaus
;
Huang, Ruihong
- In:
Journal of economic dynamics & control
36
(
2012
)
4
,
pp. 501-522
Persistent link: https://www.econbiz.de/10009554343
Saved in:
16
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
Saved in:
17
Carry trades, momentum trading and the forward premium anomaly
Baillie, Richard
;
Chang, Sanders S.
- In:
Journal of financial markets
14
(
2011
)
3
,
pp. 441-464
Persistent link: https://www.econbiz.de/10009261760
Saved in:
18
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
Saved in:
19
Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model
Hautsch, Nikolaus
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3978-4015
Persistent link: https://www.econbiz.de/10003804813
Saved in:
20
Stochastic conditional intensity processes
Bauwens, Luc
;
Hautsch, Nikolaus
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 450-493
Persistent link: https://www.econbiz.de/10003354109
Saved in:
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