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Analyzing the time between trades with a gamma compounded hazard model : an application to LIFFE bund future transactions
Hautsch, Nikolaus - 1999
Persistent link: https://www.econbiz.de/10004570150
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Modelling intraday trading activity using Box-Cox ACD models
Hautsch, Nikolaus - 2002
Persistent link: https://www.econbiz.de/10004780629
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Volatility estimation on the basis of price intensities
Gerhard, Frank; Hautsch, Nikolaus - 1999
Persistent link: https://www.econbiz.de/10004587795
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The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment report
Hautsch, Nikolaus; Hess, Dieter - 2002
Persistent link: https://www.econbiz.de/10004718545
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Estimating the neighborhood influence on decision makers : theory and an application on the analysis of innovation decisions
Hautsch, Nikolaus; Klotz, Stefan - 2001
Persistent link: https://www.econbiz.de/10004734553
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Econometric analysis of financial transaction data : pitfalls and opportunities
Hautsch, Nikolaus; Pohlmeier, Winfried - 2001
Persistent link: https://www.econbiz.de/10004734554
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Determinants of inter trade durations and hazard rates using proportional hazard ARMA models
Gerhard, Frank; Hautsch, Nikolaus - 2000
Persistent link: https://www.econbiz.de/10004704035