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Browsing All of EconStor by Author Hautsch, Nikolaus
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Showing results 1 to 20 of 74
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Year of Publication
Title
Author(s)
1999
Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions
Hautsch, Nikolaus
1999
Volatility Estimation on the Basis of Price Intensities
Gerhard, Frank
;
Hautsch, Nikolaus
2000
Determinants of Inter-Trade Durations and Hazard Rates Using Proportional Hazard ARMA Model
Gerhard, Frank
;
Hautsch, Nikolaus
2001
Econometric Analysis of Financial Transaction Data: Pitfalls and Opportunities
Hautsch, Nikolaus
;
Pohlmeier, Winfried
2001
Estimating the Neighborhood Influence on Decision Makers: Theory and an Application on the Analysis of Innovation Decisions
Hautsch, Nikolaus
;
Klotz, Stefan
2001
Shirking or mismatch? Coach-team separation in German professional soccer
Hautsch, Nikolaus
;
Lehmann, Erik
;
Warning, Susanne
;
Frick, Bernd
2001
A mean variance king? Creation and resolution of uncertainty under the employment report's reign
Hautsch, Nikolaus
;
Hess, Dieter E.
2002
The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report
Hautsch, Nikolaus
;
Hess, Dieter
2002
Modelling Intraday Trading Activity Using Box-Cox-ACD Models
Hautsch, Nikolaus
2004
Bayesian learning in financial markets: Testing for the relevance of information precision in price discovery
Hautsch, Nikolaus
;
Hess, Dieter
2007
Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model
Hautsch, Nikolaus
2007
Modelling financial high frequency data using point processes
Bauwens, Luc
;
Hautsch, Nikolaus
2007
Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model
Hautsch, Nikolaus
2008
Price adjustment to news with uncertain precision
Hautsch, Nikolaus
;
Hess, Dieter E.
;
Müller, Christoph
2008
Price adjustment to news with uncertain precision
Hautsch, Nikolaus
;
Hess, Dieter E.
;
Müller, Christoph
2008
Yield curve factors, term structure volatility, and bond risk premia
Hautsch, Nikolaus
;
Ou, Yangguoyi
2008
Testing multiplicative error models using conditional moment tests
Hautsch, Nikolaus
2008
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang Karl
;
Hautsch, Nikolaus
;
Pigorsch, Uta
2008
Discrete-time stochastic volatility models and MCMC-based statistical inference
Hautsch, Nikolaus
;
Ou, Yangguoyi
2008
Modelling high-frequency volatility and liquidity using multiplicative error models
Hautsch, Nikolaus
;
Jeleskovic, Vahidin