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Economics - Econometrics / Statistics | Econometrics of Financial High-Frequency Data (Authors and Editors)

Econometrics of Financial High-Frequency Data

Hautsch, Nikolaus

2012, XIV, 374 p.

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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.

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  • Econometrics of Financial High-Frequency Data
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    Econometrics of Financial High-Frequency Data

    Hautsch, Nikolaus 2012

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  • Modelling Irregularly Spaced Financial Data
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    Modelling Irregularly Spaced Financial Data

    Theory and Practice of Dynamic Duration Models

    Series: Lecture Notes in Economics and Mathematical Systems, Vol. 539

    Hautsch, Nikolaus 2004

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    ISBN 978-3-642-17015-7
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    ISBN 978-3-540-21134-1
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  • Applied Quantitative Finance
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    Applied Quantitative Finance

    Härdle, Wolfgang Karl, Hautsch, Nikolaus, Overbeck, Ludger (Eds.) 2008

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    ISBN 978-3-540-69179-2
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    ISBN 978-3-540-69177-8
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