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 0 0 0 88 1 1 1 308
An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics 0 0 1 71 0 0 1 285
Customer trading in the foreign exchange market empirical evidence from an internet trading platform 0 0 0 69 0 0 1 346
Disagreement, Uncertainty and the True Predictive Density 0 0 0 98 0 2 2 206
Estimating High-Frequency Based (Co-) Variances: A Unified Approach 0 0 2 75 0 0 4 159
Estimating high-frequency based (co-) variances: A unified approach 0 0 0 93 0 0 0 191
Estimating liquidity using information on the multivariate trading process 0 0 0 54 2 3 6 232
Estimating liquidity using information on the multivariate trading process 0 0 0 49 1 2 3 245
Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise 0 0 0 86 0 0 1 179
Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market 0 0 0 42 2 2 2 139
Profiting from Mimicking Strategies in Non-Anonymous Markets 0 0 0 14 0 1 1 109
Total Working Papers 0 0 3 739 6 11 22 2,399

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Descriptive Study of High-Frequency Trade and Quote Option Data* 0 0 1 6 0 0 3 15
A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach 0 0 0 36 0 1 1 93
A generalized heterogeneous autoregressive model using market information 0 0 1 2 2 2 3 7
An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics 0 0 0 0 0 0 3 108
Announcement: Call for Papers for Special Issue in Honour of Stephen J. Taylor 0 0 2 10 0 0 4 23
Can Capital Adjustment Costs Explain the Decline in Investment–Cash Flow Sensitivity? 0 0 1 2 0 0 3 4
Cross hedging under multiplicative basis risk 0 0 1 41 3 4 8 188
Disagreement versus uncertainty: Evidence from distribution forecasts 0 0 3 20 1 2 12 71
Estimating portfolio risk for tail risk protection strategies 0 0 0 4 0 0 2 25
Factor Timing with Portfolio Characteristics 0 0 0 0 0 0 2 4
High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model 0 0 0 10 1 2 5 41
How do individual investors trade? 0 0 0 17 0 0 0 65
Improved Inference in Regression with Overlapping Observations 0 0 1 34 0 0 2 152
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 2 1 2 2 6
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 6 1 2 5 52
Modeling a Multivariate Transaction Process 0 0 0 16 1 1 3 63
Modelling financial transaction price movements: a dynamic integer count data model 1 1 1 168 1 1 3 544
Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures 0 0 0 1 2 3 4 7
Realized candlestick wicks 0 0 0 0 0 4 5 5
Sell-side analysts’ career concerns during banking stresses 0 0 0 6 0 1 4 73
The economic value of volatility timing with realized jumps 0 0 0 5 1 3 6 80
The information content of retail investors' order flow 0 0 1 6 1 2 4 36
Using forecasts of forecasters to forecast 0 0 1 112 2 2 3 285
Volatility Estimation and Forecasts Based on Price Durations* 0 1 2 6 0 2 4 17
Weighted Least Squares Realized Covariation Estimation 0 1 1 3 0 1 2 12
What determines forecasters’ forecasting errors? 0 1 1 6 0 1 3 34
Total Journal Articles 1 4 17 519 17 36 96 2,010

Chapter 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 1 1 1 1 3 8 11
Modelling financial transaction price movements: a dynamic integer count data model 0 0 0 0 0 1 5 10
Total Chapters 1 1 1 1 1 4 13 21

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Statistics updated 2025-11-08