Nikolaus Hautsch

Nikolaus Hautsch (born 1972) is a German economist and statistician. Since 2013, he has been professor of finance and statistics at the University of Vienna and since 2023, he has been serving as vice rector for infrastructure at the University of Vienna. He is known for his work in financial econometrics, the statistical analysis of financial high frequency data and market microstructure analysis. Provided by Wikipedia
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  1. 1
    Econometrics of financial high-frequency data

    Econometrics of financial high-frequency data by Hautsch, Nikolaus 1972-

    Published 2012
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  2. 2
    Efficient iterative maximum likelihood estimation of high-parameterized time series models

    Efficient iterative maximum likelihood estimation of high-parameterized time series models by Hautsch, Nikolaus 1972-, Okhrin, Ostap 1984-, Ristig, Alexander

    Published 2014
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  3. 3
    Forecasting systemic impact in financial networks

    Forecasting systemic impact in financial networks by Hautsch, Nikolaus 1972-, Schaumburg, Julia, Schienle, Melanie 1979-

    Published 2013
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  4. 4
    Econometrics of financial high-frequency data

    Econometrics of financial high-frequency data by Hautsch, Nikolaus 1972-

    Published 2012
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  5. 5
    Modelling irregularly spaced financial data theory and practice of dynamic duration models

    Modelling irregularly spaced financial data theory and practice of dynamic duration models by Hautsch, Nikolaus 1972-

    Published 2004
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  6. 6
    Modelling Irregularly Spaced Financial Data Theory and Practice of Dynamic Duration Models

    Modelling Irregularly Spaced Financial Data Theory and Practice of Dynamic Duration Models by Hautsch, Nikolaus

    Published 2004
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  7. 7
    Do high-frequency data improve high-dimensional portfolio allocations?

    Do high-frequency data improve high-dimensional portfolio allocations? by Hautsch, Nikolaus 1972-, Kyj, Lada M., Malec, Peter

    Published 2013
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  8. 8
    Econometrics of financial high-frequency data

    Econometrics of financial high-frequency data by Hautsch, Nikolaus 1972-

    Published 2012
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  9. 9
    A mean variance king? Creation and resolution of uncertainty under the employment report's reign

    A mean variance king? Creation and resolution of uncertainty under the employment report's reign by Hautsch, Nikolaus 1972-, Hess, Dieter

    Published 2001
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