Nikolaus Hautsch

6 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-9702-3871

Department of Statistics and Operations Research, Research Platform Data Science, University of Vienna; Vienna Graduate School of Finance (VGSF); Center for Financial Studies (CFS)

Publications

• Building trust takes time: limits to arbitrage for blockchain-based assets — Review of Finance 2024
• How effective are trading pauses? — Journal of Financial Economics 2019
• Financial Network Systemic Risk Contributions — Review of Finance 2015
• Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency — The Annals of Statistics 2014
• Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery — Journal of Financial and Quantitative Analysis 2007
• The Processing of Non-Anticipated Information in Financial Markets: Analyzing the Impact of Surprises in the Employment Report — Review of Finance 2002