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Hautsch, Nikolaus
238  Ergebnisse:
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1

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

Hautsch, Nikolaus ; Scheuch, Christoph ; Voigt, Stefan
Review of Finance.  , 2024
Link: https://doi.org/10.1093/..
 
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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/..
 
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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/..
 
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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/..
 
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5

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/..
 
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6

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/..
 
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7

Multivariate dynamic intensity peaks‐over‐threshold models:

Hautsch, Nikolaus ; Herrera, Rodrigo
Journal of Applied Econometrics.  35 (2019)  2 - p. 248-272 , 2019
Link: https://doi.org/10.1002/..
 
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8

Large-scale portfolio allocation under transaction costs an..:

Hautsch, Nikolaus ; Voigt, Stefan
Journal of Econometrics.  212 (2019)  1 - p. 221-240 , 2019
Link: https://doi.org/10.1016/..
 
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9

How effective are trading pauses?:

Hautsch, Nikolaus ; Horvath, Akos
Journal of Financial Economics.  131 (2019)  2 - p. 378-403 , 2019
Link: https://doi.org/10.1016/..
 
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10

Estimating the Spot Covariation of Asset Prices—Statistical..:

Bibinger, Markus ; Hautsch, Nikolaus ; Malec, Peter.
Journal of Business & Economic Statistics.  37 (2017)  3 - p. 419-435 , 2017
Link: https://doi.org/10.1080/..
 
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11

Large-Scale Portfolio Allocation Under Transaction Costs an..:

Hautsch, Nikolaus ; Voigt, Stefan
CFS Working Paper, No. 582.  , 2017
Link: https://ssrn.com/abstrac..
 
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12

Dynamic conditional correlation multiplicative error proces..:

Bodnar, Taras ; Hautsch, Nikolaus
Journal of Empirical Finance.  36 (2016)  - p. 41-67 , 2016
Link: https://doi.org/10.1016/..
 
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13

Systemic risk spillovers in the European banking and sovere..:

Betz, Frank ; Hautsch, Nikolaus ; Peltonen, Tuomas A..
Journal of Financial Stability.  25 (2016)  - p. 206-224 , 2016
Link: https://doi.org/10.1016/..
 
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14

ESTIMATING THE QUADRATIC COVARIATION MATRIX FROM NOISY OBSE..:

Bibinger, Markus ; Hautsch, Nikolaus ; Malec, Peter.
The Annals of Statistics.  42 (2014)  4 - p. 1312-1346 , 2014
Link: https://www.jstor.org/st..
 
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15

Local Adaptive Multiplicative Error Models for High-Frequen..:

Härdle, Wolfgang K. ; Hautsch, Nikolaus ; Mihoci, Andrija
Journal of Applied Econometrics.  30 (2014)  4 - p. 529-550 , 2014
Link: https://doi.org/10.1002/..
 
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