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Hautsch, Nikolaus
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Journal of economic dynamics & control
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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OLC EcoSci
ECONIS (ZBW)
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1
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:
2
A dynamic semiparametric proportional hazard model
Gerhard, Frank
;
Hautsch, Nikolaus
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009949895
Saved in:
3
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:
4
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:
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:
6
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
Saved in:
7
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:
8
The market impact of a limit order
Hautsch, Nikolaus
;
Huang, Ruihong
- In:
Journal of economic dynamics & control
36
(
2012
)
4
,
pp. 501-523
Persistent link: https://www.econbiz.de/10009830696
Saved in:
9
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang Karl
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-626
Persistent link: https://www.econbiz.de/10009996259
Saved in:
10
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. 2988-3008
Persistent link: https://www.econbiz.de/10010015356
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