User:Phänotyp/Nikolaus Hautsch

Nikolaus Hautsch  (born March 09,1972 in Singen) is a German professor of finance and statistics at the University of Vienna.

Biography
Nikolaus Hautsch graduated with a diploma in economics at the University of Konstanz in 1998. He earned his PhD in econometrics in 2003 from the University of Konstanz. From 2004 to 2007 he joined the Department of Economics of the University of Copenhagen as Assistant Professor and Associate Professor. Until 2013 he held the Chair of Econometrics at Humboldt University of Berlin. Hautsch had visiting positions at the University of Technology Sydney, the University of Melbourne, the Université Catholique de Louvain, the University of Cambridge and Duke University. He regularly serves on advisory boards, editorial boards and as associate editor of leading journals, such as the Journal of Business and Economic Statistics, the Journal of Applied Econometrics, the Journal of Financial Econometrics and the International Journal of Forecasting, among others.

Scientific contributions

 * Financial econometrics
 * Statistical modelling of high-frequency financial data
 * Market microstructure analysis and liquidity
 * Modeling and forecasting volatility on financial markets
 * Extreme and systemic risks on financial markets
 * Analysis of crypto assets and blockchain-based markets

Achievements and activities

 * Elected Fellow of the Society for Financial Econometrics
 * Member of the Research Platform "Data Science", University of Vienna
 * Faculty member of the Vienna Graduate School of Finance
 * Research fellow, Center for Financial Studies (CFS), Frankfurt
 * Member of the Econometric Council of the German Economic Association
 * Director of the “Berlin Doctoral Program in Economics and Management Science” (2010-2013)

Publications

 * Nikolaus Hautsch publications in Research Gate
 * Nikolaus Hautsch publications in Google Scholar

Books
 * Econometrics of Financial High-Frequency Data, Springer, Berlin, 2012.
 * Applied Quantitative Finance (with Wolfgang K. Härdle and Ludger Overbeck), 2nd ed., Springer, Berlin, 2008
 * Modelling Irregularly Spaced Financial Data – Theory and Practice of Dynamic Duration Models, Lecture Notes in Economics and Mathematical Systems, Vol. 539, Springer, Berlin, 2004.