| 247 | Nikolaus Hautsch | Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model | Economics of Exchanges | 2007 | |
| 450 | Nikolaus Hautsch, Ostap Okhrin, Alexander Ristig | Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models | Trading and Pricing in Financial Markets | 2014 | |
| 284 | Nikolaus Hautsch, Dieter Hess, Christoph Müller | Price Adjustment to News with Uncertain Precision | Economics of Exchanges | 2008 | |
| 467 | Frank Betz, Nikolaus Hautsch, Tuomas A. Peltonen, Melanie Schienle | Systemic Risk Spillovers in the European Banking and Sovereign Network | Trading and Pricing in Financial Markets | 2014 | systemic risk contribution, tail dependence, network topology, sovereignbank linkages, Value-at-Risk |
| 468 | Gökhan Cebiroglu, Nikolaus Hautsch, Ulrich Horst | Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency? | Trading and Pricing in Financial Markets | 2014 | liquidity externalities, order flow, trade signaling, limit order book |
| 477 | Markus Bibinger, Nikolaus Hautsch, Peter Malec, Markus Reiss | Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence | Trading and Pricing in Financial Markets | 2014 | local method of moments, spot covariance, smoothing, intraday (co-)variation risk |
| 516 | Nikolaus Hautsch, Rodrigo Herrera | Multivariate Dynamic Intensity Peaks-Over-Threshold Models | Corporate Finance & Financial Markets | 2015 | Extreme value theory, Value-at-Risk, Expected shortfall, Self-exciting point process, Conditional intensity |
| 569 | Torben G. Andersen, Gökhan Cebiroglu, Nikolaus Hautsch | Volatility, Information Feedback and Market Microstructure Noise: A Tale of Two Regimes | Corporate Finance & Financial Markets | 2017 | |
| 571 | Nikolaus Hautsch, Akos Horvath | How Effective are Trading Pauses? | Corporate Finance & Financial Markets | 2017 | |
| 581 | Martin D. Gould, Nikolaus Hautsch, Sam D. Howison, Mason A. Porter | Counterparty Credit Limits: An Effective Tool for Mitigating Counterparty Risk? | Corporate Finance & Financial Markets | 2017 | |
| 580 | Nikolaus Hautsch, Michael Noé, S. Sarah Zhang | The Ambivalent Role of High-Frequency Trading in Turbulent Market Periods | Corporate Finance & Financial Markets | 2017 | |
| 441 | Nikolaus Hautsch, Julia Schaumburg, Melanie Schienle | Financial Network Systemic Risk Contributions | Trading and Pricing in Financial Markets | 2013 | |
| 440 | Taras Bodnar, Nikolaus Hautsch | Copula-Based Dynamic Conditional Correlation Multiplicative Error Processes | Trading and Pricing in Financial Markets | 2013 | |
| 405 | Nikolaus Hautsch, Ruihong Huang | On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements | Trading and Pricing in Financial Markets | 2012 | |
| 315 | Nikolaus Hautsch, Yangguoyi Ou | Analyzing Interest Rate Risk: Stochastic Volatility in the Term Structure of Government Bond Yields | Economics of Exchanges | 2009 | |
| 332 | Nikolaus Hautsch, Lada M. Kyj, Roel C.A. Oomen | A Blocking and Regularization Approach to High Dimensional Realized Covariance Estimation | Economics of Exchanges | 2009 | |
| 330 | Wolfgang Karl Härdle, Nikolaus Hautsch, Andrija Mihoci | Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynanmics | Economics of Exchanges | 2009 | |
| 335 | Nikolaus Hautsch, Ruihong Huang | The Market Impact of a Limit Order | Economics of Exchanges | 2009 | |
| 343 | Axel Groß-Klußmann, Nikolaus Hautsch | Quantifying High-Frequency Market Reactions to Real-Time News Sentiment Announcements | Economics of Exchanges | 2009 | |
| 345 | Nikolaus Hautsch, Dieter Hess, David Veredas | The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility | Economics of Exchanges | 2011 | |
| 361 | Nikolaus Hautsch, Mark Podolskij | Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence | Economics of Exchanges | 2011 | |
| 363 | Nikolaus Hautsch, Peter Malec, Melanie Schienle | Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes | Economics of Exchanges | 2011 | |
| 394 | Nikolaus Hautsch, Lada M. Kyj, Peter Malec | The Merit of High-Frequency Data in Portfolio Allocation | Trading and Pricing in Financial Markets | 2011 | |
| 395 | Nikolaus Hautsch, Peter Malec, Melanie Schienle | Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes | Trading and Pricing in Financial Markets | 2011 | |
| 582 | Nikolaus Hautsch, Stefan Voigt | Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty | Corporate Finance & Financial Markets | 2017 | |