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 4 10 317
An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics 0 0 1 71 0 0 7 291
Customer trading in the foreign exchange market empirical evidence from an internet trading platform 0 0 0 69 1 3 7 353
Disagreement, Uncertainty and the True Predictive Density 0 0 0 98 0 2 9 213
Estimating High-Frequency Based (Co-) Variances: A Unified Approach 0 0 1 75 0 4 9 167
Estimating high-frequency based (co-) variances: A unified approach 0 0 0 93 0 2 8 199
Estimating liquidity using information on the multivariate trading process 0 0 0 49 1 1 13 255
Estimating liquidity using information on the multivariate trading process 0 0 0 54 0 1 8 237
Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise 0 0 0 86 0 3 5 183
Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market 0 0 0 42 0 4 13 150
Profiting from Mimicking Strategies in Non-Anonymous Markets 0 0 0 14 1 4 10 118
Total Working Papers 0 0 2 739 3 28 99 2,483

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* 1 1 2 8 1 5 14 29
A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach 0 0 0 36 1 5 13 105
A generalized heterogeneous autoregressive model using market information 0 0 0 2 0 1 10 15
An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics 0 0 0 0 0 3 6 114
Announcement: Call for Papers for Special Issue in Honour of Stephen J. Taylor 0 0 0 10 1 2 9 30
Can Capital Adjustment Costs Explain the Decline in Investment–Cash Flow Sensitivity? 0 0 1 3 0 0 7 11
Cross hedging under multiplicative basis risk 0 1 2 43 0 10 27 211
Decoupling Interday and Intraday Volatility Dynamics With Price Durations 0 0 0 0 1 3 10 10
Disagreement versus uncertainty: Evidence from distribution forecasts 0 0 2 22 2 4 18 85
Estimating portfolio risk for tail risk protection strategies 0 0 0 4 0 6 16 40
Factor Timing with Portfolio Characteristics 0 0 0 0 3 6 11 15
High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model 0 0 1 11 1 5 14 51
How do individual investors trade? 0 0 0 17 1 2 6 71
Improved Inference in Regression with Overlapping Observations 0 1 2 35 4 6 15 166
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 6 0 1 8 57
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 2 2 3 12 16
Modeling a Multivariate Transaction Process 0 0 0 16 1 2 8 70
Modelling financial transaction price movements: a dynamic integer count data model 0 0 1 168 2 4 14 556
Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures 0 0 1 2 1 5 28 32
Realized candlestick wicks 0 1 1 1 3 28 37 37
Sell-side analysts’ career concerns during banking stresses 0 0 0 6 0 2 16 85
Special Issue in Honour of Stephen J. Taylor: Guest Editors' Introduction 0 1 1 1 0 5 7 7
The economic value of volatility timing with realized jumps 0 0 0 5 0 6 15 92
The information content of retail investors' order flow 0 1 1 7 2 10 15 49
Using forecasts of forecasters to forecast 0 0 0 112 0 0 6 289
Volatility Estimation and Forecasts Based on Price Durations* 0 0 2 7 1 2 6 21
Weighted Least Squares Realized Covariation Estimation 0 1 2 4 0 3 7 18
What determines forecasters’ forecasting errors? 0 0 2 7 0 3 11 44
Total Journal Articles 1 7 21 535 27 132 366 2,326

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 1 1 0 2 11 18
Modelling financial transaction price movements: a dynamic integer count data model 0 0 0 0 1 4 10 19
Total Chapters 0 0 1 1 1 6 21 37

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Statistics updated 2026-06-04