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Search: person:"Hautsch, Nikolaus"
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Hautsch, Nikolaus
15
Hess, Dieter
3
Gerhard, Frank
2
Groß-Klußmann, Axel
1
Hall, Anthony D.
1
Huang, Ruihong
1
Härdle, Wolfgang Karl
1
Klotz, Stefan
1
Kyj, Lada M.
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Mihoci, Andrija
1
Müller, Christoph
1
Oomen, Roel C. A.
1
Ou, Yangguoyi
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Podolskij, Mark
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Pohlmeier, Winfried
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Veredas, David
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hautsch, Nikolaus
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Journal of economic dynamics & control
3
Journal of empirical finance
3
Journal of banking & finance
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic behavior & organization : JEBO
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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OLC EcoSci
ECONIS (ZBW)
200
RePEc
111
EconStor
74
USB Cologne (EcoSocSci)
17
USB Cologne (business full texts)
11
BASE
3
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1
Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence
Hautsch, Nikolaus
;
Podolskij, Mark
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10010109050
Saved in:
2
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. 2988-3008
Persistent link: https://www.econbiz.de/10010015356
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. 625-646
Persistent link: https://www.econbiz.de/10010026027
Saved in:
4
Price adjustment to news with uncertain precision
Hautsch, Nikolaus
;
Hess, Dieter
;
Müller, Christoph
- In:
Journal of international money and finance
31
(
2012
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10009823568
Saved in:
5
The market impact of a limit order
Hautsch, Nikolaus
;
Huang, Ruihong
- In:
Journal of economic dynamics & control
36
(
2012
)
4
,
pp. 501-523
Persistent link: https://www.econbiz.de/10009830696
Saved in:
6
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang Karl
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-626
Persistent link: https://www.econbiz.de/10009996259
Saved in:
7
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. 2733-2747
Persistent link: https://www.econbiz.de/10009290681
Saved in:
8
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. 321-341
Persistent link: https://www.econbiz.de/10008849035
Saved in:
9
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. 3978-4016
Persistent link: https://www.econbiz.de/10008880244
Saved in:
10
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. 3978-4009
Persistent link: https://www.econbiz.de/10008135639
Saved in:
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