LIBROS DEL AUTOR: nikolaus hautsch

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  • Econometrics of Financial High-Frequency Data
    Nikolaus Hautsch
    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 popularity of high-frequency econometrics is driven by technological progress in trading systems and an increasing importance of intraday trading, liquidity risk, optimal order placement a...
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    244,13 €

  • Modelling Irregularly Spaced Financial Data
    Nikolaus Hautsch
    This book has been written as a doctoral dissertation at the Department of Economics at the University of Konstanz. I am indebted to my supervisor Winfried Pohlmeier for providing a stimulating and pleasant research en- ronment and his continuous support during my doctoral studies. I strongly bene?tted from inspiring discussions with him, his valuable...
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    133,84 €