Nikolaus Hautsch

Identifiers

• name variant Nikolaus Hautsch 0.60 · backfill

Papers (2)

1. Estimating the Spot Covariation of Asset Prices - Statistical Theory and Empirical Evidence math.ST · 2017 · author #2
2. Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency math.ST · 2013 · author #2

Mentions

• 1303.6146 #2 · backfill · confidence 0.70 Nikolaus Hautsch

Frequent Coauthors

• Markus Bibinger 2 shared papers
• Markus Rei{\ss} 2 shared papers
• Peter Malec 2 shared papers