Nikolaus Hautsch

3.4k total citations
100 papers, 1.8k citations indexed

About

Nikolaus Hautsch is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Nikolaus Hautsch has authored 100 papers receiving a total of 1.8k indexed citations (citations by other indexed papers that have themselves been cited), including 83 papers in Finance, 54 papers in Economics and Econometrics and 24 papers in General Economics, Econometrics and Finance. Recurrent topics in Nikolaus Hautsch's work include Financial Risk and Volatility Modeling (61 papers), Financial Markets and Investment Strategies (41 papers) and Market Dynamics and Volatility (32 papers). Nikolaus Hautsch is often cited by papers focused on Financial Risk and Volatility Modeling (61 papers), Financial Markets and Investment Strategies (41 papers) and Market Dynamics and Volatility (32 papers). Nikolaus Hautsch collaborates with scholars based in Austria, Germany and United Kingdom. Nikolaus Hautsch's co-authors include Axel Groß-Klußmann, Melanie Schienle, Anthony Hall, Ruihong Huang, Dieter Hess, Julia Schaumburg, Tuomas A. Peltonen, Frank Betz, Roel C. A. Oomen and Mark Podolskij and has published in prestigious journals such as Journal of Econometrics, Journal of Banking & Finance and Journal of Business and Economic Statistics.

In The Last Decade

Nikolaus Hautsch

97 papers receiving 1.8k citations

Peers

Nikolaus Hautsch
Comparison fields: 5 of 83
  • Finance 1.5k
  • Economics and Econometrics 1.1k
  • General Economics, Econometrics and Finance 371
  • Management Science and Operations Research 274
  • Accounting 181
Replace Bjørn Eraker with:
Bjørn Eraker United States
Michael Johannes United States
Jeffrey R. Russell United States
Christian T. Brownlees Spain
Viktor Todorov United States
Raymond Kan Canada
John C. Hull Canada
Ignacio N. Lobato Mexico
Joann Jasiak Canada
Kay Giesecke United States
Bjørn Eraker United States View profile →
Citations per field, relative to Nikolaus Hautsch
Nikolaus Hautsch · 1×
Citations per year, relative to Nikolaus Hautsch
Nikolaus Hautsch · 1×

Countries citing papers authored by Nikolaus Hautsch

Since Specialization
Citations

This map shows the geographic impact of Nikolaus Hautsch's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Nikolaus Hautsch with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Nikolaus Hautsch more than expected).

Fields of papers citing papers by Nikolaus Hautsch

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Nikolaus Hautsch. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Nikolaus Hautsch. The network helps show where Nikolaus Hautsch may publish in the future.

Co-authorship network of co-authors of Nikolaus Hautsch

This figure shows the co-authorship network connecting the top 25 collaborators of Nikolaus Hautsch. A scholar is included among the top collaborators of Nikolaus Hautsch based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Nikolaus Hautsch. Nikolaus Hautsch is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
# Work Indexed citations
1 12
2 11
3 7
4 50
5 21
6 85
7 1
8 26
9 86
10 2
11
When Machines Read the News: Using Automated Text Analytics to Quantify High Frequency News Impacts
0
12
Modelling the Buy and Sell Intensity in a Limit Order Book Market
6
13
Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model
3
14 10
15
The Processing of Non-anticipated Information in Financial Markets: Analyzing the Impact of Surprises in the Employment Report
5
16 38
17 19
18 2
19
Determinants of Inter-Trade Durations Using Proportional Hazard ARMA Models
1
20
Analyzing the Time between Trades with a Gamma Compounded Hazard Model : an Application to LIFFE Bund Future Transactions
5

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact

Rankless by CCL
2026