Access Statistics for Nikolaus Hautsch

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 6 12 49 165 8 23 150 458
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 2 6 18 100 5 20 60 320
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 1 7 18 202 13 43 100 682
A Dynamic Semiparametric Proportional Hazard Model 2 2 15 64 5 12 65 219
A mean variance king?: Creation and resolution of uncertainty under the employment report's reign 1 1 1 5 1 2 9 306
Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions 0 3 11 185 1 7 39 978
Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions 0 0 1 119 2 3 17 903
Bayesian Learning in Financial Markets - Testing for the Relevance of Information Precision in Price Discovery 5 9 24 79 8 23 69 257
Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery 0 0 5 58 1 7 17 194
Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model 6 14 44 117 13 32 93 226
Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model 3 3 42 75 6 11 100 168
Determinants of Inter-Trade Durations Using Proportional Hazard ARMA Models 1 3 7 58 2 5 14 100
Determinants of Inter-Trade Durations and Hazard Rates Using Proportional Hazard ARMA Model 1 3 4 106 3 6 20 550
Discrete-Time Stochastic Volatility Models and MCMC-Based Statistical Inference 4 16 79 79 7 28 83 83
Dynamic latent factor models for intensity processes 4 10 11 11 8 17 22 22
Econometric Analysis of Financial Transaction Data: Pitfalls and Opportunities 6 14 56 343 15 73 211 871
Estimating the Neighborhood Influence on Decision Makers: Theory and an Application on the Analysis of Innovation Decisions 1 2 3 64 2 10 27 355
Measuring and Modeling Risk Using High-Frequency Data 1 3 93 93 2 6 105 106
Modelling Financial High Frequency Data Using Point Processes 2 6 36 45 2 10 81 124
Modelling Financial High Frequency Data Using Point Processes 2 5 33 113 9 23 84 232
Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models 4 11 52 52 10 25 100 100
Modelling Intraday Trading Activity Using Box-Cox-ACD Models 6 15 68 177 19 51 196 546
Modelling financial high frequency data using point processes 2 8 12 12 5 16 31 31
Order Aggressiveness and Order Book Dynamics 10 28 83 292 21 64 180 659
Price Adjustment to News with Uncertain Precision 0 2 16 16 1 8 25 25
Price Adjustment to News with Uncertain Precision 2 3 12 23 2 8 37 62
Semiparametric autoregressive conditional proportional hazard models 0 0 7 153 1 7 30 549
Testing Multiplicative Error Models Using Conditional Moment Tests 2 5 21 21 2 6 16 16
Testing the Conditional Mean Function of Autoregressive Conditional Duration Models 1 4 18 63 5 19 74 243
The latent factor VAR model: Testing for a common component in the intraday trading process 1 3 22 148 5 14 68 348
The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report 0 1 7 15 0 4 29 58
Volatility Estimation on the Basis of Price Intensities 2 3 17 231 4 6 47 874
Yield Curve Factors, Term Structure Volatility, and Bond Risk Premia 6 23 147 147 27 79 304 304
Total Working Papers 84 225 1,032 3,431 215 668 2,503 10,969

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Semiparametric Proportional Hazard Model 2 7 25 35 4 18 71 94
Assessing the Risk of Liquidity Suppliers on the Basis of Excess Demand Intensities 0 0 0 0 1 7 21 50
Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery 0 2 2 2 0 5 5 5
Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model 0 3 5 5 7 18 22 22
Estimating the neighborhood influence on decision makers: theory and an application on the analysis of innovation decisions 0 1 2 12 0 2 13 58
Modelling the buy and sell intensity in a limit order book market 2 7 40 94 3 12 64 147
Order aggressiveness and order book dynamics 0 7 26 79 4 16 66 210
Stochastic Conditional Intensity Processes 0 3 17 44 2 9 44 109
Volatility estimation on the basis of price intensities 1 4 9 35 2 5 14 102
Total Journal Articles 5 34 126 306 23 92 320 797

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-07-03