Nikolaus Hautsch
Universität Wien
H-index: 35
Europe-Austria
Top articles of Nikolaus Hautsch
Jump detection in high-frequency order prices
arXiv preprint arXiv:2403.00819
2024/2/26
Markus Bibinger
H-Index: 12
Nikolaus Hautsch
H-Index: 20
Building trust takes time: limits to arbitrage for blockchain-based assets
Review of Finance (forthcoming)
2024
Nikolaus Hautsch
H-Index: 20
Stefan Voigt
H-Index: 2
Maximum-likelihood estimation using the zig-zag algorithm
Journal of Financial Econometrics
2023/12/1
Nikolaus Hautsch
H-Index: 20
Ostap Okhrin
H-Index: 13
Corrigendum to “Local mispricing and microstructural noise: A parametric perspective”[J. Econometrics 230 (2022) 510–534,(S0304407621001780),(10.1016/j. jeconom. 2021.06. 006)]
Journal of Econometrics
2023/2
Nikolaus Hautsch
H-Index: 20
Local mispricing and microstructural noise: A parametric perspective
Journal of Econometrics
2022/10/1
Nikolaus Hautsch
H-Index: 20
Harnet: A convolutional neural network for realized volatility forecasting
arXiv preprint arXiv:2205.07719
2022/5/16
Rafael Reisenhofer
H-Index: 8
Nikolaus Hautsch
H-Index: 20
A descriptive study of high-frequency trade and quote option data
Journal of Financial Econometrics
2021/1/6
Counterparty credit limits: The impact of a risk-mitigation measure on everyday trading
Applied Mathematical Finance
2020/11/1
Nikolaus Hautsch
H-Index: 20
Multivariate dynamic intensity peaks‐over‐threshold models
Journal of Applied Econometrics
2020/3
Nikolaus Hautsch
H-Index: 20
Co-Authors
