Search Results - Hautsch, N.

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  1. 1
    Financial Network Systemic Risk Contributions

    Financial Network Systemic Risk Contributions by Hautsch, N., Schaumburg, J., Schienle, M.

    Published in Review of Finance
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  2. 2
    When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactions

    When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactions by Groß-Klußmann, Axel, Hautsch, Nikolaus

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  3. 3
    Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields

    Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields by Hautsch, Nikolaus, Ou, Yangguoyi

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  4. 4
    Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes

    Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes by Hautsch, N., Malec, P., Schienle, M.

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  5. 5
    Modelling and forecasting liquidity supply using semiparametric factor dynamics

    Modelling and forecasting liquidity supply using semiparametric factor dynamics by Härdle, Wolfgang Karl, Hautsch, Nikolaus, Mihoci, Andrija

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  6. 6
    Order aggressiveness and order book dynamics

    Order aggressiveness and order book dynamics by Hall, Anthony D, Hautsch, Nikolaus

    Published in Empirical economics
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  7. 7
    Assessing the Risk of Liquidity Suppliers on the Basis of Excess Demand Intensities

    Assessing the Risk of Liquidity Suppliers on the Basis of Excess Demand Intensities by Hautsch, Nikolaus

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  8. 8
    Estimating the neighborhood influence on decision makers: theory and an application on the analysis of innovation decisions

    Estimating the neighborhood influence on decision makers: theory and an application on the analysis of innovation decisions by Hautsch, Nikolaus, Klotz, Stefan

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  9. 9
    Order aggressiveness and order book dynamics

    Order aggressiveness and order book dynamics by Hall, Anthony D., Hautsch, Nikolaus

    Published in Empirical economics
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