Hautsch, Nikolaus.
Hautsch, Nikolaus, 1972-....
Nikolaus Hautsch
VIAF ID: 33157447 ( Personal )
Permalink: http://viaf.org/viaf/33157447
Preferred Forms
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- 100 1 _ ‡a Hautsch, Nikolaus
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- 100 1 _ ‡a Hautsch, Nikolaus
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- 100 1 _ ‡a Hautsch, Nikolaus
- 100 1 _ ‡a Hautsch, Nikolaus ‡d 1972-
- 100 1 _ ‡a Hautsch, Nikolaus ‡d 1972-
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- 100 1 _ ‡a Hautsch, Nikolaus, ‡d 1972-....
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- 100 0 _ ‡a Nikolaus Hautsch
4xx's: Alternate Name Forms (4)
5xx's: Related Names (7)
- 510 2 _ ‡a Center for Financial Studies ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Humboldt-Universität zu Berlin ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Humboldt-Universität zu Berlin ‡b Center for Applied Statistics and Economics ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Humboldt-Universität zu Berlin ‡b Wirtschaftswissenschaftliche Fakultät ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Københavns Universitet ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Københavns Universitet ‡b Økonomisk Institut ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a University of Vienna ‡b Department of Statistics and Operations Research ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
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ambivalent role of high-frequency trading in turbulent market periods | |
Applied quantitative finance | |
Bayesian learning in financial markets | |
Capturing the zero: a new class of zero-augmented distributions and multiplicative error processes | |
Econometrics of financial high-frequency data | |
Estimating the spot covariation of asset prices – statistical theory and empirical evidence | |
HARNet: a convolutional neural network for realized volatility forecasting | |
How effective are trading pauses? | |
Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility | |
mean variance king? creation and resolution of uncertainty under the employment report's reign | |
Modelling and forecasting liquidity supply using semiparametric factor dynamics | |
Modelling irregularly spaced financial data theory and practice of dynamic duration models | |
Order aggressiveness and order book dynamics | |
Price adjustment to news with uncertain precision | |
Shirking or mismatch? coach team separation in German professional soccer | |
Systemic risk spillovers in the European banking and sovereign network | |
Testing the conditional mean function of autoregressive conditional duration models | |
A ¤continuous-time measurement of the buy-sell pressure in a limit order book market | |
A ¤dynamic semiparametric proportional hazard model | |
The ¤latent factor VAR model |