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subject:"Estimation"
subject:"Public choice"
~person:"Hautsch, Nikolaus"
~person:"Knoppik, Christoph"
~subject:"Asset-backed securities"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Deutschland"
~subject:"Economic information"
~subject:"Regression analysis"
~subject:"Schätzung"
~subject:"Spieltheorie"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
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20
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9
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Hautsch, Nikolaus
Knoppik, Christoph
Beladi, Hamid
163
Pestieau, Pierre
160
Güth, Werner
155
Creedy, John
145
Phillips, Peter C. B.
144
Lai, Ching-chong
140
Thisse, Jacques-François
133
Nijkamp, Peter
130
Turnovsky, Stephen J.
125
Tirole, Jean
124
Marjit, Sugata
120
Cremer, Helmuth
119
Broll, Udo
118
Mukherjee, Arijit
118
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116
Long, Ngo Van
116
Lambertini, Luca
113
Frey, Bruno S.
112
Acemoglu, Daron
111
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110
Jarrow, Robert A.
106
Cheng, T. C. E.
105
Tsionas, Efthymios G.
102
Laffont, Jean-Jacques
101
Devereux, Michael B.
100
Miceli, Thomas J.
100
Stiglitz, Joseph E.
99
Gersbach, Hans
98
Kumbhakar, Subal
98
Shogren, Jason F.
97
Quiggin, John C.
96
Franses, Philip Hans
94
Gupta, Rangan
94
Lien, Da-hsiang Donald
93
Michel, Philippe
93
Sappington, David Edward Michael
93
Chao, Chi-Chur
92
Bossert, Walter
91
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90
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90
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3
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2
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2
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2
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ECONIS (ZBW)
20
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1
Order exposure and liquidity coordination : does hidden liquidity harm price efficiency?
Cebiroglu, Gökhan
;
Hautsch, Nikolaus
;
Horst, Ulrich
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012819933
Saved in:
2
Large-scale portfolio allocation under transaction costs and model uncertainty
Hautsch, Nikolaus
;
Voigt, Stefan
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 221-240
Persistent link: https://www.econbiz.de/10012303923
Saved in:
3
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:
4
Do high-frequency data improve high-dimensional portfolio allocations?
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Malec, Peter
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 263-290
Persistent link: https://www.econbiz.de/10011327609
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Price adjustment to news with uncertain precision
Hautsch, Nikolaus
;
Hess, Dieter
;
Müller, Christoph
- In:
Journal of international money and finance
31
(
2012
)
2
,
pp. 337-355
Persistent link: https://www.econbiz.de/10009632051
Saved in:
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