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 0 0 0 307
An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics 0 0 1 70 0 0 1 284
Customer trading in the foreign exchange market empirical evidence from an internet trading platform 0 0 1 69 0 0 3 346
Disagreement, Uncertainty and the True Predictive Density 0 0 0 98 0 0 1 204
Estimating High-Frequency Based (Co-) Variances: A Unified Approach 0 0 1 74 1 2 3 158
Estimating high-frequency based (co-) variances: A unified approach 0 0 0 93 0 0 1 191
Estimating liquidity using information on the multivariate trading process 0 0 0 54 0 0 2 227
Estimating liquidity using information on the multivariate trading process 0 0 0 49 0 0 0 242
Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise 0 0 0 86 0 0 0 178
Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market 0 0 0 42 0 0 0 137
Profiting from Mimicking Strategies in Non-Anonymous Markets 0 0 0 14 0 0 0 108
Total Working Papers 0 0 3 737 1 2 11 2,382

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 2 6 0 2 6 15
A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach 0 0 0 36 0 0 1 92
A generalized heterogeneous autoregressive model using market information 0 0 1 2 0 0 2 5
An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics 0 0 0 0 0 0 6 107
Cross hedging under multiplicative basis risk 0 0 2 41 1 3 5 184
Disagreement versus uncertainty: Evidence from distribution forecasts 0 2 3 20 0 3 9 66
Estimating portfolio risk for tail risk protection strategies 0 0 2 4 0 0 4 23
High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model 0 0 1 10 0 0 3 36
How do individual investors trade? 0 0 0 17 0 0 1 65
Improved Inference in Regression with Overlapping Observations 0 0 0 33 0 1 4 151
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 6 0 1 2 49
Modeling a Multivariate Transaction Process 0 0 0 16 0 2 2 62
Modelling financial transaction price movements: a dynamic integer count data model 0 0 1 167 0 0 3 541
Sell-side analysts’ career concerns during banking stresses 0 0 0 6 0 0 1 69
The economic value of volatility timing with realized jumps 0 0 0 5 0 2 3 76
The information content of retail investors' order flow 0 1 1 6 0 2 2 34
Using forecasts of forecasters to forecast 0 0 1 112 0 0 2 283
Volatility Estimation and Forecasts Based on Price Durations* 0 0 1 5 1 1 6 15
Weighted Least Squares Realized Covariation Estimation 0 0 0 2 0 1 2 11
What determines forecasters’ forecasting errors? 0 0 0 5 0 0 1 32
Total Journal Articles 0 3 15 499 2 18 65 1,916

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 0 0 0 0 0 2 5 7
Modelling financial transaction price movements: a dynamic integer count data model 0 0 0 0 1 2 2 7
Total Chapters 0 0 0 0 1 4 7 14

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Statistics updated 2025-05-12