Access Statistics for Ingmar Nolte

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multivariate Integer Count Hurdle Model: Theory and Application to Exchange Rate Dynamics 1 5 18 60 7 21 78 186
An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics 0 3 17 50 1 6 51 138
Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform 3 5 11 42 7 18 76 192
Estimating High-Frequency Based (Co-) Variances: A Unified Approach 2 3 18 45 4 7 34 60
Estimating High-Frequency Based (Co-) Variances: A Unified Approach 1 1 14 80 3 3 35 109
Estimating Liquidity Using Information on the Multivariate Trading Process 1 1 5 35 4 11 41 111
Estimating liquidity using information on the multivariate trading process 0 0 6 24 4 7 37 85
Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise 0 3 39 39 6 18 44 44
Panel Intensity Models with Latent Factors: An Application to the Trading Dynamics on the Foreign Exchange Market¤ 1 1 11 37 2 2 20 76
Total Working Papers 9 22 139 412 38 93 416 1,001


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Modeling a Multivariate Transaction Process 0 2 2 2 1 3 5 5
Modelling financial transaction price movements: a dynamic integer count data model 3 9 29 94 8 19 75 307
Using forecasts of forecasters to forecast 1 4 9 72 5 16 41 170
Total Journal Articles 4 15 40 168 14 38 121 482


Statistics updated 2009-11-04