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~person:"Hall, Anthony D."
~person:"Hess, Dieter"
~person:"Kyj, Lada M."
~source:"olc"
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Hall, Anthony D.
Hess, Dieter
Kyj, Lada M.
Hautsch, Nikolaus
15
Gerhard, Frank
2
Groß-Klußmann, Axel
1
Huang, Ruihong
1
Härdle, Wolfgang Karl
1
Klotz, Stefan
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Mihoci, Andrija
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Müller, Christoph
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Oomen, Roel C. A.
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Ou, Yangguoyi
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Podolskij, Mark
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Pohlmeier, Winfried
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hautsch, Nikolaus
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of applied econometrics
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Journal of financial and quantitative analysis : JFQA
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Journal of international money and finance
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OLC EcoSci
ECONIS (ZBW)
37
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USB Cologne (business full texts)
5
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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:
2
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:
3
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:
4
Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery
Hautsch, Nikolaus
;
Hess, Dieter
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 189-208
Persistent link: https://www.econbiz.de/10007614817
Saved in:
5
Order aggressiveness and order book dynamics
Hall, Anthony D.
;
Hautsch, Nikolaus
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 973-1006
Persistent link: https://www.econbiz.de/10006231897
Saved in:
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