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Hess, Dieter Schienle, Melanie Härdle, Wolfgang Malec, Peter Bauwens, Luc Gerhard, Frank Kyj, Lada M. Schaumburg, Julia Müller, Christoph Huang, Ruihong Bibinger, Markus Okhrin, Ostap Reiß, Markus Veredas, David Ou, Yangguoyi Groß-Klußmann, Axel Cebiroglu, Gökhan Pohlmeier, Winfried Ristig, Alexander Malec, Peter Andersen, Torben All co-authors model data market frequency time order price based trading financial models news using empirical estimation schätzung impact processes börsenkurs limit systemic noise
Composed share price multiplicative error frequency data time varying order book securities trading market microstructure trading volume handelsvolumen der börse time series analysis time series error model financial market bid ask stochastic volatility noise trading forecasting model bayesian learning financial markets stocks traded market liquidity empirical evidence point processes capital income announcement effect liquidity supply geld brief spanne bid ask spread stock market estimation theory stock exchange limit orders error models market impact pre averaging book market trading volumes arch modell arch model interest rate derivative maximum likelihood risk contributions buy sell portfolio allocation ask spreads
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Nikolaus Hautsch Prof. Alternative spellings: N. Hautsch B: 1972
Profession Economist
Affiliations University of Vienna. Department of Statistics and Operations Research Københavns Universitet Københavns Universitet. Økonomisk Institut Humboldt-Universität zu Berlin Humboldt-Universität zu Berlin. Center for Applied Statistics and Economics Center for Financial Studies Humboldt-Universität zu Berlin. Wirtschaftswissenschaftliche Fakultät
Q30074764
Publishing years Series SFB 649 discussion paper (31) CFS working paper series (28) Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz (7) Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk (7) CoFE discussion papers (7) Working paper / Centre for Financial Research (4) SFB 649 Discussion Paper (2) CRC Discussion Paper (2) Discussion paper (2) Discussion papers / Department of Economics, University of Copenhagen (2) Diskussionsbeiträge / 1 / Universität Konstanz, Rechts-, Wirtschafts- und Verwaltungswissenschaftliche Sektion, Fachbereich Wirtschaftswissenschaften (1) Lecture Notes in Economics and Mathematical Systems (1) Lecture notes in economics and mathematical systems : LNEMS (1) Discussion papers / UCL, Département des Sciences Economiques (1) ZEW discussion papers (1) CORE discussion papers : DP (1) CORE discussion paper : DP (1) Research paper / Quantitative Finance Research Centre, University of Technology Sydney (1) SpringerLink / Bücher (1) Centre for Financial Research (CFR), Working Paper 04-10 (1) CREATES research paper (1) EFA 2009 Bergen Meetings Paper (1) CFS Working Paper (1) Working paper series in economics (1) Discussion paper / ZEW, Zentrum für Europäische Wirtschaftsforschung (1) 
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