Nikolaus Hautsch, born 1972, is director of the Institute for Econometrics at the Department of Economics and Business Administration at the Humboldt-Universität zu Berlin since 2007. His research interests are financial econometrics, empirical finance and multivariate time series analysis. Particular focus is on the econometric modelling of financial high-frequency data, market microstructure analysis as well as volatility and liquidity estimation.
3 Ebooks par Nikolaus Hautsch
Wolfgang Karl Härdle & Nikolaus Hautsch: Applied Quantitative Finance
Recent years have witnessed a growing importance of quantitative methods in both financial research and industry. This development requires the use of advanced techniques on a theoretical and applied …
PDF
Anglais
€96.29
Nikolaus Hautsch: Econometrics of Financial High-Frequency Data
The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a major area in econometrics and statistics. The growing …
PDF
Anglais
€171.19
