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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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Bayesian learning in financial markets : testing for the relevance of information precision in price discovery
Hautsch, Nikolaus; Hess, Dieter - 2004
Persistent link: https://www.econbiz.de/10004880884
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A mean variance king? : creation and resolution of uncertainty under the employment report's reign
Hautsch, Nikolaus; Hess, Dieter - 2001
Persistent link: https://www.econbiz.de/10004680264
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CFR working paper
Centre for Financial Research <Köln> - Köln - Nachgewiesen: 2004,1 -
Persistent link: https://www.econbiz.de/10004880874
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Working paper / Centre for Financial Research
Centre for Financial Research <Köln> - Köln : CFR - 2004 -
Persistent link: https://www.econbiz.de/10004922748
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Surprises in scheduled releases : why do they move the bond market?
Hess, Dieter - 2000
Persistent link: https://www.econbiz.de/10004678658
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Surprises in US macroeconomic releases : determinants of their relative impact on t-bound futures
Hess, Dieter - 2001
Persistent link: https://www.econbiz.de/10004734551
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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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Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model
Hautsch, Nikolaus - 2007
SFB 649 Discussion Paper 2007-052 Capturing Common Components in High- Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model Nikolaus Hautsch* * Humboldt-Universität zu Berlin, Germany This research was supported by the Deutsche...
Persistent link: https://www.econbiz.de/10004899817
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Modelling intraday trading activity using Box-Cox ACD models
Hautsch, Nikolaus - 2002
Persistent link: https://www.econbiz.de/10004780629