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researcher

N. Hautsch

8 papers hereh-index 365.1k citations142 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • middle author5
  • last author1

Across the 8 of 8 papers where every author was matched, so the position is known.

fields
  • math.ST2
  • q-fin.ST2
  • q-fin.TR2
  • econ.EM1
  • q-fin.PM1

identity via Semantic Scholar / OpenAlex

activity
20132024
most citedEstimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency

72 citations · 127 across the 7 of their papers we have counts for

collaborators
Showing 2018Show all

1 paper · 1 filter

q-fin.TR2018★ 4 cited

Building Trust Takes Time: Limits to Arbitrage for Blockchain-Based Assets

Nikolaus Hautsch, Christoph Scheuch, Stefan Voigt

A blockchain replaces central counterparties with time-consuming consensus protocols to record the transfer of ownership. This settlement latency slows cross-exchange trading, expo…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.