Nikolaus Hautsch
- Finance top 0.5%
- Economics and Econometrics top 0.5%
- General Economics, Econometrics and Finance top 2%
- Management Science and Operations Research top 2%
- Accounting top 5%
- Co-authors
- Axel Groß-KlußmannMelanie SchienleAnthony HallRuihong HuangDieter HessJulia SchaumburgTuomas A. PeltonenFrank Betz
- Topics
- Financial Risk and Volatility Modeling (61 papers)Financial Markets and Investment Strategies (41 papers)Market Dynamics and Volatility (32 papers)
- Journals
- Journal of EconometricsJournal of Banking & FinanceJournal of Business and Economic Statistics
- Partner nations
- AustriaGermanyUnited Kingdom
In The Last Decade
Nikolaus Hautsch
97 papers receiving 1.8k citations
Peers
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
Countries citing papers authored by Nikolaus Hautsch
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
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
| # | 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 |
About Nikolaus Hautsch
Nikolaus Hautsch is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 100 papers that have together received 1.8k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (61 papers), Financial Markets and Investment Strategies (41 papers) and Market Dynamics and Volatility (32 papers). The work is most often cited by research in Finance (1.5k citations), General Economics, Econometrics and Finance (371 citations) and Economics and Econometrics (1.1k citations). Nikolaus Hautsch has collaborated with scholars based in Austria, Germany and United Kingdom. Frequent 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. Their work appears in journals such as Journal of Econometrics, Journal of Banking & Finance and Journal of Business and Economic Statistics.
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.