Browsing All of EconStor by Author Hautsch, Nikolaus

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Year of PublicationTitleAuthor(s)
1999 Volatility Estimation on the Basis of Price IntensitiesGerhard, Frank; Hautsch, Nikolaus
1999 Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future TransactionsHautsch, Nikolaus
2000 Determinants of Inter-Trade Durations and Hazard Rates Using Proportional Hazard ARMA ModelGerhard, Frank; Hautsch, Nikolaus
2001 Estimating the Neighborhood Influence on Decision Makers: Theory and an Application on the Analysis of Innovation DecisionsHautsch, Nikolaus; Klotz, Stefan
2001 Econometric Analysis of Financial Transaction Data: Pitfalls and OpportunitiesHautsch, Nikolaus; Pohlmeier, Winfried
2001 Shirking or mismatch? Coach-team separation in German professional soccerHautsch, Nikolaus; Lehmann, Erik; Warning, Susanne; Frick, Bernd
2001 A mean variance king? Creation and resolution of uncertainty under the employment report's reignHautsch, Nikolaus; Hess, Dieter E.
2002 The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment reportHautsch, Nikolaus; Hess, Dieter
2002 Modelling Intraday Trading Activity Using Box-Cox-ACD ModelsHautsch, Nikolaus
2004 Bayesian learning in financial markets: Testing for the relevance of information precision in price discoveryHautsch, Nikolaus; Hess, Dieter
2007 Modelling financial high frequency data using point processesBauwens, Luc; Hautsch, Nikolaus
2007 Capturing common components in high-frequency financial time series: a multivariate stochastic multiplicative error modelHautsch, Nikolaus
2007 Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error modelHautsch, Nikolaus
2008 Modelling high-frequency volatility and liquidity using multiplicative error modelsHautsch, Nikolaus; Jeleskovic, Vahidin
2008 Price adjustment to news with uncertain precisionHautsch, Nikolaus; Hess, Dieter E.; Müller, Christoph
2008 Testing multiplicative error models using conditional moment testsHautsch, Nikolaus
2008 Discrete-time stochastic volatility models and MCMC-based statistical inferenceHautsch, Nikolaus; Ou, Yangguoyi
2008 Yield curve factors, term structure volatility, and bond risk premiaHautsch, Nikolaus; Ou, Yangguoyi
2008 Measuring and modeling risk using high-frequency dataHärdle, Wolfgang Karl; Hautsch, Nikolaus; Pigorsch, Uta
2008 Price adjustment to news with uncertain precisionHautsch, Nikolaus; Hess, Dieter E.; Müller, Christoph