E-LIB Suche - Ergebnisse für: Hautsch, Nikolaus

1

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..

2

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..

3

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...

4

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...

5

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..

6

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..

7

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..

8

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..

9

Local Mispricing and Microstructural Noise::A Parametric Pe..:

Andersen, Torben Gustav ; Archakov, Ilya ; Cebiroglu, Gökhan.
Andersen , T G , Archakov , I , Cebiroglu , G & Hautsch , N 2020 ' Local Mispricing and Microstructural Noise: A Parametric Perspective ' Social Science Research Network (SSRN) . https://doi.org/10.2139/ssrn.2921097. , 2020

Link: https://pure.au.dk/porta..

10

Revisiting the stealth trading hypothesis: does time-varyin..:

Cebiroglu, Gökhan ; Hautsch, Nikolaus ; Walsh, Christopher
http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/50990. , 2019

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

11

Revisiting the stealth trading hypothesis: Does time-varyin..:

Cebiroglu, Gökhan ; Hautsch, Nikolaus ; Walsh, Christopher
Series: CFS Working Paper Series. , 2019

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

12

Building Trust Takes Time: Limits to Arbitrage for Blockcha..:

Hautsch, Nikolaus ; Scheuch, Christoph ; Voigt, Stefan
http://arxiv.org/abs/1812.00595. , 2018

Link: http://arxiv.org/abs/181..

13

Limits to arbitrage in markets with stochastic settlement l..:

Hautsch, Nikolaus ; Scheuch, Christoph ; Voigt, Stefan
Series: CFS Working Paper Series. , 2018

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

14

Capturing the Zero: A New Class of Zero-Augmented Distribut..:

Hautsch, Nikolaus ; Malec, Peter ; Schienle, Melanie
info:eu-repo/semantics/altIdentifier/wos/000328426300003. , 2018

Link: https://publikationen.bi..

15

Limits to arbitrage in markets with stochastic settlement l..:

Hautsch, Nikolaus ; Scheuch, Christoph ; Voigt, Stefan
http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/48053. , 2018

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