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 11 318
An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics 0 0 0 71 1 1 7 292
Customer trading in the foreign exchange market empirical evidence from an internet trading platform 0 0 0 69 0 0 7 353
Disagreement, Uncertainty and the True Predictive Density 0 0 0 98 1 1 8 214
Estimating High-Frequency Based (Co-) Variances: A Unified Approach 0 0 0 75 0 1 9 168
Estimating high-frequency based (co-) variances: A unified approach 0 0 0 93 0 2 10 201
Estimating liquidity using information on the multivariate trading process 0 0 0 49 0 0 12 255
Estimating liquidity using information on the multivariate trading process 0 0 0 54 0 1 8 238
Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise 0 0 0 86 0 0 4 183
Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market 0 0 0 42 0 0 13 150
Profiting from Mimicking Strategies in Non-Anonymous Markets 0 0 0 14 1 1 11 119
Total Working Papers 0 0 0 739 4 8 100 2,491

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 1 3 9 2 55 69 84
A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach 0 0 0 36 0 2 15 107
A generalized heterogeneous autoregressive model using market information 0 0 0 2 0 0 10 15
An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics 0 0 0 0 1 1 7 115
Announcement: Call for Papers for Special Issue in Honour of Stephen J. Taylor 0 0 0 10 1 2 9 32
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 1 1 3 44 1 5 32 216
Decoupling Interday and Intraday Volatility Dynamics With Price Durations 0 0 0 0 0 0 10 10
Disagreement versus uncertainty: Evidence from distribution forecasts 0 0 2 22 2 4 19 89
Estimating portfolio risk for tail risk protection strategies 0 0 0 4 1 1 16 41
Factor Timing with Portfolio Characteristics 0 1 1 1 3 6 17 21
High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model 0 1 2 12 1 2 13 53
How do individual investors trade? 0 0 0 17 0 0 6 71
Improved Inference in Regression with Overlapping Observations 0 0 1 35 0 3 17 169
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 6 0 1 7 58
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 2 0 1 12 17
Modeling a Multivariate Transaction Process 0 0 0 16 0 0 8 70
Modelling financial transaction price movements: a dynamic integer count data model 0 0 1 168 0 0 13 556
Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures 0 1 2 3 0 5 32 37
Realized candlestick wicks 0 0 1 1 3 5 37 42
Sell-side analysts’ career concerns during banking stresses 0 0 0 6 0 3 15 88
Special Issue in Honour of Stephen J. Taylor: Guest Editors' Introduction 0 0 1 1 0 1 8 8
The economic value of volatility timing with realized jumps 0 0 0 5 0 3 17 95
The information content of retail investors' order flow 0 1 2 8 1 3 17 52
Using forecasts of forecasters to forecast 0 0 0 112 2 2 8 291
Volatility Estimation and Forecasts Based on Price Durations* 1 1 2 8 2 4 8 25
Weighted Least Squares Realized Covariation Estimation 0 0 1 4 1 2 8 20
What determines forecasters’ forecasting errors? 0 0 2 7 0 1 12 45
Total Journal Articles 2 7 25 542 21 112 449 2,438

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 2 2 10 20
Modelling financial transaction price movements: a dynamic integer count data model 0 0 0 0 0 0 9 19
Total Chapters 0 0 1 1 2 2 19 39

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Statistics updated 2026-09-10