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~person:"Hautsch, Nikolaus"
~subject:"Estimation"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
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Hautsch, Nikolaus
Bollerslev, Tim
4
Grammig, Joachim
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Liu, Zhi
4
Reitz, Stefan
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Theissen, Erik
4
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3
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
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ECONIS (ZBW)
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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/10009754008
Saved in:
2
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:
3
Econometric analysis of financial transaction data : Pitfalls and opportunities
Hautsch, Nikolaus
;
Pohlmeier, Winfried
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
1
,
pp. 5-30
Persistent link: https://www.econbiz.de/10001650462
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