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~isPartOf:"Economic modelling"
~isPartOf:"European finance review : the official journal of the European Finance Association"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Ahn, Hie Joo"
~person:"Baltagi, Badi H."
~person:"Escanciano, Juan Carlos"
~person:"Hautsch, Nikolaus"
~source:"econis"
~subject:"Announcement effect"
~subject:"Correlation"
~subject:"Duration analysis"
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Ahn, Hie Joo
Baltagi, Badi H.
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Hautsch, Nikolaus
Aslanidis, Nektarios
2
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Economic modelling
European finance review : the official journal of the European Finance Association
Journal of applied econometrics
Journal of banking & finance
SFB 649 discussion paper
4
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3
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2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Handbook of economic forecasting ; Volume 2B
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ECONIS (ZBW)
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1
The role of observed and unobserved heterogeneity in the duration of unemployment
Ahn, Hie Joo
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 3-23
Persistent link: https://www.econbiz.de/10014287915
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
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
Saved in:
4
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:
5
The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment report
Hautsch, Nikolaus
;
Hess, Dieter
- In:
European finance review : the official journal of the …
6
(
2002
)
2
,
pp. 133-161
Persistent link: https://www.econbiz.de/10001707962
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