Nikolaus Hautsch
Wirtschaftswissenschaftler
Geboren:
1972
Werke:
- Capturing common components in high-frequency financial time series: a multivariate stochastic multiplicative error model
- Capturing Common Components in High-Frequency Financial Time Series
- Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models
- HARNet: a convolutional neural network for realized volatility forecasting