//--> //--> //--> //-->
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"
~type:"article"
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
Investment and Upgrade in Dist...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
18
Volatilität
18
Estimation
11
Schätzung
11
Börsenkurs
10
Share price
10
Theorie
7
Theory
7
Time series analysis
7
Zeitreihenanalyse
7
Market microstructure
6
Marktmikrostruktur
6
Capital income
5
Kapitaleinkommen
5
USA
4
United States
4
Ankündigungseffekt
3
Announcement effect
3
Bid-ask spread
3
Estimation theory
3
Financial market
3
Finanzmarkt
3
Geld-Brief-Spanne
3
Handelsvolumen der Börse
3
Noise Trading
3
Noise trading
3
Schätztheorie
3
Securities trading
3
Trading volume
3
Wertpapierhandel
3
ARCH model
2
ARCH-Modell
2
Anlageverhalten
2
Australia
2
Australien
2
Behavioural finance
2
Beta risk
2
Betafaktor
2
Correlation
2
Deutschland
2
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
Book / Working Paper
47
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Aufsatz im Buch
4
Book section
4
Language
All
English
18
Author
All
Hautsch, Nikolaus
Gupta, Rangan
160
Bouri, Elie
89
Ma, Feng
88
McAleer, Michael
87
Bahmani-Oskooee, Mohsen
76
Hammoudeh, Shawkat
71
Tiwari, Aviral Kumar
65
Bollerslev, Tim
57
Kang, Sang Hoon
54
Kumbhakar, Subal
51
McMillan, David G.
50
Mensi, Walid
50
Wohar, Mark E.
50
Xuan Vinh Vo
49
Andersen, Torben
47
Pierdzioch, Christian
47
Wang, Yudong
47
Floros, Christos
45
Kumar, Dilip
44
Apergēs, Nikolaos
43
Caporale, Guglielmo Maria
43
Corbet, Shaen
42
Hirschhausen, Christian R. von
42
Holz, Franziska
41
Serletis, Apostolos
40
Wei, Yu
40
Zhang, Yaojie
40
Chevallier, Julien
38
Demirer, Rıza
38
Balcilar, Mehmet
37
Hegerty, Scott W.
37
Ji, Qiang
37
Tsionas, Efthymios G.
37
Yoon, Seong-min
37
Button, Kenneth John
36
Kemfert, Claudia
36
Lucey, Brian M.
36
Roubaud, David
36
Salisu, Afees A.
36
Gil-Alaña, Luis A.
35
more ...
less ...
Published in...
All
Applied quantitative finance
4
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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 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
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Non-parametric estimation of intraday spot
volatility
: disentangling Instantaneous Trend and Seasonality
Vatter, Thibault
;
Wu, Hau-tieng
;
Chavez-Demoulin, Valérie
- In:
Econometrics : open access journal
3
(
2015
)
4
,
pp. 864-887
's dynamic properties may lead to misestimation of the intraday spot
volatility
. …
Persistent link: https://www.econbiz.de/10011411344
Saved in:
2
How effective are trading pauses?
Hautsch, Nikolaus
;
Horvath, Akos
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 378-403
Persistent link: https://www.econbiz.de/10012131565
Saved in:
3
Estimating the spot covariation of asset
prices
: statistical theory and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10012178185
Saved in:
4
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, U.
- In:
Applied quantitative finance
,
(pp. 279-294)
.
2017
Persistent link: https://www.econbiz.de/10011794967
Saved in:
5
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:
6
The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment report
Hautsch, Nikolaus
;
Hess, Dieter
- In:
European finance review : the official journal of the …
6
(
2002
)
2
,
pp. 133-161
Persistent link: https://www.econbiz.de/10001707962
Saved in:
7
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. 321-340
Persistent link: https://www.econbiz.de/10009301114
Saved in:
8
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. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
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. 3978-4015
Persistent link: https://www.econbiz.de/10003804813
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->