معرفی
Nikolaus Hautsch is a Professor at the University of Vienna in the Department of Statistics and Operations Research. He has extensive affiliations with institutions such as Humboldt University of Berlin, VU University Amsterdam, University of Cambridge, and Northwestern University. His research spans financial econometrics, market microstructure, and high-frequency data analysis.
- Key Research Themes: Price impact, liquidity modeling, volatility estimation, systemic risk networks, and Bayesian learning in financial markets.
- Methodological Focus: Point processes, stochastic volatility models, multivariate intensity modeling, and high-frequency covariance estimation.
Scientific Awards: No explicit awards mentioned in the provided data.
Advising and Grants: Collaborated with numerous researchers across Europe and North America, including Dieter Hess, Ruihong Huang, and David Veredas. Research funded through institutional affiliations and working paper series from organizations like CORE, CFS, and SSRN.
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