All Stories

  1. Do High-Frequency Data Improve High-Dimensional Portfolio Allocations?

    Article • Journal of Applied Econometrics, November 2013, Wiley

    Nikolaus Hautsch

  2. Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence

    Article • Journal of Business and Economic Statistics, April 2013, Taylor & Francis

    Nikolaus Hautsch