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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of economic dynamics & control"
~person:"Hautsch, Nikolaus"
~subject:"Share price"
~subject:"Volatilität"
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Portfolio-Management
United States
Share price
Volatilität
Börsenkurs
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Cointegration
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Kointegration
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Theorie
2
Theory
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Estimation
1
Factor analysis
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Faktorenanalyse
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Handelsvolumen der Börse
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Impulse response function
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Limit order
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Price impact
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Schätzung
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Securities trading
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Hautsch, Nikolaus
He, Xue-zhong
5
Lillo, Fabrizio
5
Lioui, Abraham
5
Munk, Claus
5
Westerhoff, Frank H.
5
Branger, Nicole
4
Gallegati, Mauro
4
Li, Kai
4
Elliott, Robert J.
3
Farmer, J. Doyne
3
Hanaki, Nobuyuki
3
Hommes, Cars H.
3
Huang, Chi-fu
3
Ireland, Peter N.
3
Kraft, Holger
3
Li, Duan
3
Li, Youwei
3
Schenk-Hoppé, Klaus Reiner
3
Vázquez, Jesús
3
Zenios, Stauros Andrea
3
Akiyama, Eizo
2
Alexander, Gordon J.
2
An, Haizhong
2
Baptista, Alexandre M.
2
Bouri, Elie
2
Brooks, Chris
2
Canova, Fabio
2
Chacko, George
2
Cong, F.
2
Corgnet, Brice
2
Cox, John Carrington
2
Cvitanić, Jakša
2
Dichtl, Hubert
2
Drobetz, Wolfgang
2
Duffie, Darrell
2
Gao, Xiangyun
2
Gardini, Laura
2
Gray, Philip K.
2
Gunaratne, Gemunu H.
2
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International review of financial analysis
Journal of economic dynamics & control
SFB 649 discussion paper
15
CFS working paper series
11
Working paper / Centre for Financial Research
4
Applied quantitative finance
2
CoFE discussion papers
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Journal of applied econometrics
2
Journal of banking & finance
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CFS Working Paper
1
CORE discussion paper : DP
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CREATES research paper
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Discussion paper
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Discussion papers / Department of Economics, University of Copenhagen
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Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
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Journal of international money and finance
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Market microstructure and liquidity
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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
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2
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
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