Nikolaus sportsbet online betting app
Research Interests
sportsbet online betting app econometrics, sportsbet online betting app high-frequency data, market microstructure analysis, estimation of volatility and correlation, liquidity and order book modeling, systemic risk analysis, sportsbet online betting app network analysis
Selected Publications
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Andersen, T. G., Archakov, I., Cebiroglu, G., sportsbet online betting app, N. (2022): Local Mispricing and Microstructural Noise: A Parametric Perspective“. Journal of sportsbet online betting app, 230 (2), 510-534, 2022
- sportsbet online betting app, N., Voigt, S. (2019): Large-Scale Portfolio Allocation under Transaction Costs and Model Uncertainty, Journal of sportsbet online betting app, 212, 221-240.
- sportsbet online betting app, N., Horvath, A. (2019): How Effective Are Trading Pauses?, Journal of sportsbet online betting app Economics, 131, 378-403.
- Bibinger, M., sportsbet online betting app, N., Malec, P., Reiss, M. (2019): Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence, sportsbet online betting app Business & Economic Statistics, 37 (3), 419-435.
- sportsbet online betting app, N., Schaumburg, J., Schienle, M. (2015): Financial Network Systemic Risk Contributions, Review of sportsbet online betting app 19 (2), 685-738.
- Bibinger, M., sportsbet online betting app, N., Malec, P., Reiß, M. (2014): Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency, Annals of Statistics 42 (4), 1312-1346.