Nikolaus Hautsch

Nikolaus Hautsch

Universität Wien - Vienna / Austria
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1398793
University of Vienna
person_outline Nikolaus Hautsch's MOST POPULAR ARTICLES
1-) Financial network systemic risk contributionsN Hautsch, J Schaumburg, M SchienleReview of Finance 19 (2), 685-738, 20154682015
2-) When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactionsA Groß-Klußmann, N HautschJournal of Empirical Finance 18 (2), 321-340, 20113392011
3-) Modelling financial high frequency data using point processesL Bauwens, N HautschHandbook of financial time series, 953-979, 20092792009
4-) Econometrics of financial high-frequency dataN HautschSpringer Science & Business Media, 20112852011
5-) The market impact of a limit orderN Hautsch, R HuangJournal of Economic Dynamics and Control 36 (4), 501-522, 20122242012