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 1 1 71 0 1 1 285
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 2 2 2 206
Estimating High-Frequency Based (Co-) Variances: A Unified Approach 0 1 2 75 0 1 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 49 0 1 1 243
Estimating liquidity using information on the multivariate trading process 0 0 0 54 1 1 5 230
Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise 0 0 0 86 0 1 1 179
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 2 4 739 3 7 17 2,391

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 0 5 15
A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach 0 0 0 36 0 0 0 92
A generalized heterogeneous autoregressive model using market information 0 0 1 2 0 0 1 5
An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics 0 0 0 0 0 0 5 108
Cross hedging under multiplicative basis risk 0 0 1 41 0 0 4 184
Disagreement versus uncertainty: Evidence from distribution forecasts 0 0 3 20 1 3 12 70
Estimating portfolio risk for tail risk protection strategies 0 0 1 4 0 1 4 25
High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model 0 0 0 10 1 3 4 40
How do individual investors trade? 0 0 0 17 0 0 1 65
Improved Inference in Regression with Overlapping Observations 0 1 1 34 0 1 2 152
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 6 1 2 4 51
Modeling a Multivariate Transaction Process 0 0 0 16 0 0 2 62
Modelling financial transaction price movements: a dynamic integer count data model 0 0 1 167 0 1 5 543
Sell-side analysts’ career concerns during banking stresses 0 0 0 6 1 4 5 73
The economic value of volatility timing with realized jumps 0 0 0 5 1 1 4 78
The information content of retail investors' order flow 0 0 1 6 1 1 3 35
Using forecasts of forecasters to forecast 0 0 1 112 0 0 2 283
Volatility Estimation and Forecasts Based on Price Durations* 1 1 2 6 2 2 7 17
Weighted Least Squares Realized Covariation Estimation 1 1 1 3 1 1 2 12
What determines forecasters’ forecasting errors? 0 0 0 5 0 0 2 33
Total Journal Articles 2 3 15 502 9 20 74 1,943

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 2 3 8 10
Modelling financial transaction price movements: a dynamic integer count data model 0 0 0 0 1 1 5 10
Total Chapters 0 0 0 0 3 4 13 20

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05