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Bauwens, Luc
25
Hautsch, Nikolaus
15
Giot, Pierre
5
Lubrano, Michel
5
Veredas, David
4
Bauwens, L.
3
Hess, Dieter
3
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2
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2
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2
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2
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2
Sucarrat, Genaro
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1
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1
Lebrun, Thérèse
1
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1
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1
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Journal of econometrics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of applied econometrics
4
Journal of empirical finance
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of economic dynamics & control
3
Econometric reviews
2
International journal of forecasting
2
Journal of banking & finance
2
Journal of international money and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annales d'économie et de statistique
1
Econometric theory
1
Journal of economic behavior & organization : JEBO
1
Journal of economic literature
1
Journal of financial and quantitative analysis : JFQA
1
L' Actualité économique : revue trimest.
1
Monetary and economic studies
1
Recherches économiques de Louvain
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OLC EcoSci
ECONIS (ZBW)
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RePEc
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EconStor
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USB Cologne (EcoSocSci)
22
USB Cologne (business full texts)
12
BASE
6
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Econometric analysis of intra-daily trading activity on the Tokyo Stock Exchange
Bauwens, Luc
- In:
Monetary and economic studies
24
(
2006
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009935076
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2
Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, L.
;
Rombouts, J.V.K.
- In:
The econometrics journal
10
(
2007
)
2
,
pp. 408-425
Persistent link: https://www.econbiz.de/10007743552
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3
ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS
Scherrer, Wolfgang
;
Ribarits, Eva
;
Baba, Y.
;
Engle, R.F.
; …
- In:
Econometric theory
23
(
2007
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10007718228
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4
Bayesian Clustering of Many Garch Models
Bauwens, L.
;
Rombouts, J.V.K.
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 365-386
Persistent link: https://www.econbiz.de/10007730235
Saved in:
5
Estimating the neighborhood influence on decision makers: theory and an application on the analysis of innovation decisions
Hautsch, Nikolaus
;
Klotz, Stefan
- In:
Journal of economic behavior & organization : JEBO
52
(
2003
)
1
,
pp. 97-114
Persistent link: https://www.econbiz.de/10006822523
Saved in:
6
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/10006561474
Saved in:
7
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
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8
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/10010109050
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9
Volatility estimation on the basis of price intensities
Gerhard, Frank
;
Hautsch, Nikolaus
- In:
Journal of empirical finance
9
(
2002
)
1
,
pp. 57-90
Persistent link: https://www.econbiz.de/10007237013
Saved in:
10
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
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