E-LIB Suche - Ergebnisse für: Hautsch, Nikolaus

1

Building trust takes time: limits to arbitrage for blockcha..:

Hautsch, Nikolaus ; Scheuch, Christoph ; Voigt, Stefan
Review of Finance. 28 (2024) 4 - p. 1345-1381 , 2024

Link: https://doi.org/10.1093/..

2

Corrigendum to "Local mispricing and microstructural noise:..:

Andersen, Torben G. ; Archakov, Ilya ; Cebiroglu, Gökhan.
Journal of Econometrics. 232 (2023) 2 - p. 598-603 , 2023

Link: https://doi.org/10.1016/..

3

Maximum-Likelihood Estimation Using the Zig-Zag Algorithm:

Hautsch, Nikolaus ; Okhrin, Ostap ; Ristig, Alexander
Journal of Financial Econometrics. 21 (2022) 4 - p. 1346-1375 , 2022

Link: https://doi.org/10.1093/..

4

Local mispricing and microstructural noise: A parametric pe..:

Andersen, Torben G. ; Archakov, Ilya ; Cebiroglu, Gökhan.
Journal of Econometrics. 230 (2022) 2 - p. 510-534 , 2022

Link: https://doi.org/10.1016/..

5

HARNet: A Convolutional Neural Network for Realized Volatil..:

Reisenhofer, Rafael ; Bayer, Xandro ; Hautsch, Nikolaus
http://arxiv.org/abs/2205.07719. , 2022

Link: http://arxiv.org/abs/220..

6

HARNet: A convolutional neural network for realized volatil..:

Reisenhofer, Rafael ; Bayer, Xandro ; Hautsch, Nikolaus
Series: CFS Working Paper Series. , 2022

Link: http://hdl.handle.net/10..

7

Maximum-Likelihood Estimation Using the Zig-Zag Algorithm:

Nikolaus Hautsch (University of Vienna) ; Ostap Okhrin (Technische Universität Dresden) ; Alexander Ristig (n/a)
hdl:11353/10.1649448. , 2022

Link: https://doi.org/10.1093/..

8

HARNet: a convolutional neural network for realized volatil..:

Reisenhofer, Rafael ; Bayer, Xandro ; Hautsch, Nikolaus
http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/63441. , 2022

Link: http://publikationen.ub...

9

A Descriptive Study of High-Frequency Trade and Quote Optio..:

Andersen, Torben ; Archakov, Ilya ; Grund, Leon...
Journal of Financial Econometrics. 19 (2021) 1 - p. 128-177 , 2021

Link: https://doi.org/10.1093/..

10

A descriptive study of high-frequency trade and quote optio..:

Andersen, Torben ; Archakov, Ilya ; Grund, Leon...
https://eprints.lancs.ac.uk/id/eprint/147058/1/DescriptiveProjectOPRA_Final_Full.pdf. , 2021

Link: https://eprints.lancs.ac..

11

Non-standard errors:

Menkveld, Albert J ; Dreber, Anna ; Holzmeister, Felix...
http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/61636. , 2021

Link: http://publikationen.ub...

12

Non-Standard Errors:

Menkveld, Albert J ; Abudy, Menachem (Meni) ; Grammig, Joachim...
https://dspace.library.uu.nl/handle/1874/423358. , 2021

Link: https://dspace.library.u..

13

A Descriptive Study of High-Frequency Trade and Quote Optio..:

Andersen, Torben ; Archakov, Ilya ; Grund, Leon...
Andersen , T , Archakov , I , Grund , L , Hautsch , N , Li , Y , Nasekin , S , Nolte , I , Pham , M C , Taylor , S & Torodov , V 2021 , ' A Descriptive Study of High-Frequency Trade and Quote Option Data ' , Journal of Financial Econometrics , vol. 19 , no. 1 , pp. 128–177 . https://doi.org/10.1093/jjfinec/nbaa036. , 2021

Link: https://research.manches..

14

Counterparty Credit Limits: The Impact of a Risk-Mitigation..:

Gould, Martin D. ; Hautsch, Nikolaus ; Howison, Sam D..
Applied Mathematical Finance. 27 (2020) 6 - p. 520-548 , 2020

Link: https://doi.org/10.1080/..

15

Multivariate dynamic intensity peaks‐over‐threshold models ..:

Hautsch, Nikolaus ; Herrera, Rodrigo
URL: https://journaldata.zbw.eu/dataset/68d94bc3-5f2a-4925-8d93-bdbfcadff004/resource/db8c97e8-4688-4a90-9002-09d99fa3403e/download/readme.hh.txt. , 2020

Link: https://doi.org/10.15456..