Nikolaus Hautsch
Has participated in:
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Capturing common components in high-frequency financial time series: a multivariate stochastic multiplicative error model
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Analyzing the Time between Trades with a Gamma Compounded Hazard Model : an Application to LIFFE Bund Future Transactions [[Elektronische Ressource]]
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Capturing Common Components in High-Frequency Financial Time Series
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Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models