//--> //--> //--> //-->
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
~person:"Hautsch, Nikolaus"
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
A tactical asset allocation st...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
75
Volatility
53
Schätzung
43
Börsenkurs
40
Theorie
38
Estimation
31
Share price
30
Theory
28
USA
24
Zeitreihenanalyse
22
Ankündigungseffekt
20
Capital income
17
Kapitaleinkommen
17
Time series analysis
16
United States
15
Announcement effect
14
Zinsderivat
14
Deutschland
13
high-frequency data
13
Interest rate derivative
12
Market microstructure
12
Marktmikrostruktur
12
volatility
12
Informationseffizienz
11
Portfolio-Management
11
Noise Trading
10
Germany
9
Korrelation
9
Portfolio selection
9
Prognoseverfahren
9
Stochastischer Prozess
9
Zinsstruktur
9
Finanzmarkt
8
Marktliquidität
8
Noise trading
8
Schätztheorie
8
Wirtschaftsinformation
8
Arbeitsmarktstatistik
7
Bayes-Statistik
7
Bid-ask spread
7
more ...
less ...
Online availability
All
Free
59
Undetermined
7
Type of publication
All
Book / Working Paper
69
Article
19
Type of publication (narrower categories)
All
Working Paper
48
Arbeitspapier
30
Graue Literatur
30
Non-commercial literature
30
Article in journal
15
Aufsatz in Zeitschrift
15
Aufsatz im Buch
4
Book section
4
Hochschulschrift
2
Thesis
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
86
Undetermined
2
Author
All
Hautsch, Nikolaus
McAleer, Michael
435
Fabozzi, Frank J.
291
Gupta, Rangan
248
Caporale, Guglielmo Maria
217
Bollerslev, Tim
161
Chang, Chia-Lin
154
Diebold, Francis X.
142
Maurer, Raimond
139
Bouri, Elie
131
Aizenman, Joshua
130
Guidolin, Massimo
121
Bekaert, Geert
116
Mitchell, Olivia S.
115
Platen, Eckhard
115
Pierdzioch, Christian
114
Engle, Robert F.
113
Campbell, John Y.
111
Härdle, Wolfgang
111
Hammoudeh, Shawkat
110
Andersen, Torben
106
Spagnolo, Nicola
102
Satchell, Stephen
99
Ma, Feng
98
Koopman, Siem Jan
96
Buch, Claudia M.
92
Chiarella, Carl
92
Tiwari, Aviral Kumar
92
Ang, Andrew
91
Caporin, Massimiliano
90
Gollier, Christian
83
Allen, David E.
81
Lucas, André
80
Wong, Wing Keung
80
McMillan, David G.
79
Zaremba, Adam
78
Kraft, Holger
76
Bahmani-Oskooee, Mohsen
75
Hens, Thorsten
75
Lo, Andrew W.
75
more ...
less ...
Institution
All
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Center for Financial Studies
1
Centre for Financial Research <Köln>
1
Zentrum für Europäische Wirtschaftsforschung (ZEW)
1
Zentrum für Finanzen und Ökonometrie <Konstanz>
1
Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften
1
more ...
less ...
Published in...
All
SFB 649 discussion paper
12
CFS working paper series
11
SFB 649 Discussion Paper
10
CFS Working Paper
7
Applied quantitative finance
4
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
4
CoFE Discussion Paper
3
Diskussionspapier
3
CFS Working Paper Series
2
CoFE discussion papers
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
SFB 649 Discussion Papers
2
ZEW Discussion Papers
2
Centre for Financial Research - Working Paper
1
Corporate Finance Seminar - Veröffentlichungen
1
Discussion Paper No. 06/2002
1
Discussion paper
1
Discussion paper series / CoFE
1
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
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of forecasting
1
Nr. 11-07
1
SpringerLink / Bücher
1
Working paper / Centre for Financial Research
1
ZEW discussion papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
58
EconStor
18
USB Cologne (business full texts)
6
RePEc
5
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
88
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Applied quantitative finance
Härdle, Wolfgang
(
ed.
);
Hautsch, Nikolaus
(
ed.
); …
-
2009
-
2. ed.
Persistent link: https://www.econbiz.de/10003719524
Saved in:
2
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:
3
Do high-frequency data improve high-dimensional portfolio allocations?
Hautsch, Nikolaus
;
Kyj, Lada. M.
;
Malec, Peter
-
2013
-
First version: September 2011, This version: February 2013
models. We show that HF-based predictions yield a significantly lower portfolio
volatility
than methods employing daily …
Persistent link: https://www.econbiz.de/10009714536
Saved in:
4
Do High-Frequency Data Improve High-Dimensional Portfolio Allocations?
Hautsch, Nikolaus
-
2013
models. We show that HF-based predictions yield a significantly lower portfolio
volatility
than methods employing daily …
Persistent link: https://www.econbiz.de/10013085726
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
-
2002
differences of opinion is left, and hence
volatility
is decreased. …
Persistent link: https://www.econbiz.de/10011544322
Saved in:
6
A mean variance king? : creation and resolution of uncertainty under the employment report's reign
Hautsch, Nikolaus
;
Hess, Dieter
-
2001
differences of opinion is left, and hence
volatility
is decreased. …
Persistent link: https://www.econbiz.de/10011446937
Saved in:
7
How effective are trading pauses?
Hautsch, Nikolaus
;
Horvath, Akos
-
2017
-
This draft: April 2017
have a "cool off" effect on markets, but rather accelerate
volatility
and bid-ask spreads. This implies a regulatory trade …
Persistent link: https://www.econbiz.de/10011642607
Saved in:
8
A mean variance king? Creation and resolution of uncertainty under the employment report's reign
Hautsch, Nikolaus
;
Hess, Dieter E.
-
2001
differences of opinion is left, and hence
volatility
is decreased. …
Persistent link: https://www.econbiz.de/10010297797
Saved in:
9
Quantifying high-frequency market reactions to real-time news sentiment announcements
Groß-Klußmann, Axel
;
Hautsch, Nikolaus
-
2009
direction of company-specific news. Information-implied reactions in returns,
volatility
as well as liquidity demand and supply … London Stock Exchange (LSE), we find market-wide robust news-dependent responses in
volatility
and trading volume. However …
Persistent link: https://www.econbiz.de/10010303687
Saved in:
10
The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report
Hautsch, Nikolaus
;
Hess, Dieter
-
2002
differences of opinion is left, and hence
volatility
is decreased. …
Persistent link: https://www.econbiz.de/10010324062
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->