//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of empirical finance"
~language:"eng"
~language:"ron"
~person:"Hautsch, Nikolaus"
~subject:"Forecasting model"
~subject:"Volatilität"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Volatilität
Liquidity risk
2
Abnormal returns
1
Aktienmarkt
1
Ankündigungseffekt
1
Anlageverhalten
1
Announcement effect
1
Australia
1
Australien
1
Behavioural finance
1
Börsenkurs
1
Capital income
1
DCC-GARCH
1
Economic information
1
Estimation
1
Factor analysis
1
Factor structure
1
Faktorenanalyse
1
Firm-specific news
1
Gaussian domain
1
High-frequency data
1
Kapitaleinkommen
1
Limit order book
1
Liquidity
1
Market liquidity
1
Marktliquidität
1
Multiplicative error model
1
News sentiment
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Prediction
1
Prognoseverfahren
1
Schätzung
1
Securities trading
1
Semiparametric model
1
Share price
1
Stock market
1
Text
1
Theorie
1
Theory
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
2
Language
All
English
Romanian
Author
All
Hautsch, Nikolaus
Wang, Yudong
7
Baillie, Richard
4
Christiansen, Charlotte
4
Frijns, Bart
4
Wu, Chongfeng
4
Gospodinov, Nikolaj
3
Kapetanios, George
3
Karanasos, Menelaos
3
Kim, Jae H.
3
Koopman, Siem Jan
3
Liao, Yin
3
Ma, Feng
3
Maio, Paulo
3
Pan, Zhiyuan
3
Tzavalis, Elias
3
Wu, Yangru
3
Yu, Deshui
3
Bali, Turan G.
2
Bollerslev, Tim
2
Caporin, Massimiliano
2
Chen, Yu-Lun
2
Cipollini, Andrea
2
Conrad, Christian
2
Dacorogna, Michel M.
2
Dark, Jonathan
2
Dijk, Dick van
2
Engsted, Tom
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Ho, Kin-Yip
2
Huang, Difang
2
Huang, Ho-chuan
2
Indriawan, Ivan
2
Jamali, Ibrahim
2
Jiang, George J.
2
Kang, Kyu Ho
2
Kim, Chang-jin
2
Kim, Dongcheol
2
Kim, Kun Ho
2
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European finance review : the official journal of the European Finance Association
1
International journal of forecasting
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
When machines read the news : using automated text analytics to quantify high frequency news-implied market reactions
Groß-Klußmann, Axel
;
Hautsch, Nikolaus
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 321-340
Persistent link: https://www.econbiz.de/10009301114
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->