Personal profile
Research interests
Financial econometrics, econometric modelling of financial high-frequency data, time series econometrics, time-varying volatility and correlation, market liquidity, market microstructure analysis, systemic risk, information processing on financial markets, risk management
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Collaborations and top research areas from the last five years
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Econometrics of Central Counterparty Risk Management
Hautsch, N. (Project Lead)
Project: Research funding
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Artificial Intelligence in Rowing
Hautsch, N. (Project Lead), Baca, A. (Co-Lead), Scharhag, J. (Co-Lead), Möller, T. (Co-Lead), Hochmeister-Postl, M. (Admin) & Schönfelder, P. (Admin)
1/07/22 → 30/06/25
Project: Research funding
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Vienna Graduate School of Finance (VGSF)
Zechner, J. (Co-Lead), Gehrig, T. (Project Lead), Frey, R. (Co-Lead), Hautsch, N. (Co-Lead), Loranth, G. (Co-Lead), Jankowitsch, R. (Co-Lead), Laux, C. (Co-Lead), Mürmann, A. (Co-Lead), Pichler, S. (Project Lead) & Sögner, L. (Project Lead)
1/09/18 → 31/08/22
Project: Research funding
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Jump detection in high-frequency order prices
Bibinger, M., Hautsch, N. & Ristig, A., 2026, In: Journal of Econometrics. 253Publications: Contribution to journal › Article › Peer Reviewed
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Consistent Estimation of the High-Dimensional Efficient Frontier
Bodnar, T., Hautsch, N., Okhrin, O. & Parolya, N., 2025, In: The European Journal of Finance.Publications: Contribution to journal › Article › Peer Reviewed
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Building trust takes time: Limits to arbitrage for blockchain-based assets
Hautsch, N., Scheuch, C. & Voigt, S., 2024, In: Review of Finance: the journal of the European Finance Association.Publications: Contribution to journal › Article › Peer Reviewed
Prizes
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Elected Fellow of the Society for Financial Econometrics
Hautsch, N. (Recipient), 2014
Prize: Prize, award or honor
Activities
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Ausstellung Code Name "Mary": Das außergewöhnliche Leben von Muriel Gardiner
Drews, M. (Organiser), Stumpf, M. (Curator), Posch, H. (Curator), Brandstätter, J. (Curator), Seigel, C. (Curator) & Hautsch, N. (Presenter)
23 Jun 2023Activity: Academic events › Organisation of ...
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2021 Annual Conference of the International Association of Applied Econometrics (Event)
Hautsch, N. (Reviewer)
22 Jun 2021 → 25 Jun 2021Activity: Publication peer-review, and editorial work › Review for event
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13th Annual Meeting of the Society for Financial Econometrics
Hautsch, N. (Speaker)
16 Jun 2021Activity: Talks and presentations › Talk or oral contribution › Science to Science
Press/Media
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ORF Ö1 Radiokolleg, Thema: Transaktionssteuer
18/12/17
1 Media contribution
Press/Media: Expert Comment
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