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 3 4 5 312
An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics 0 0 1 71 5 6 7 291
Customer trading in the foreign exchange market empirical evidence from an internet trading platform 0 0 0 69 1 4 4 350
Disagreement, Uncertainty and the True Predictive Density 0 0 0 98 4 5 7 211
Estimating High-Frequency Based (Co-) Variances: A Unified Approach 0 0 1 75 3 4 7 163
Estimating high-frequency based (co-) variances: A unified approach 0 0 0 93 3 6 6 197
Estimating liquidity using information on the multivariate trading process 0 0 0 49 7 9 12 254
Estimating liquidity using information on the multivariate trading process 0 0 0 54 3 4 9 236
Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise 0 0 0 86 0 1 2 180
Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market 0 0 0 42 3 7 9 146
Profiting from Mimicking Strategies in Non-Anonymous Markets 0 0 0 14 2 5 6 114
Total Working Papers 0 0 2 739 34 55 74 2,454

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 0 6 4 6 8 21
A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach 0 0 0 36 4 7 8 100
A generalized heterogeneous autoregressive model using market information 0 0 0 2 5 5 7 12
An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics 0 0 0 0 1 3 4 111
Announcement: Call for Papers for Special Issue in Honour of Stephen J. Taylor 0 0 1 10 3 5 8 28
Can Capital Adjustment Costs Explain the Decline in Investment–Cash Flow Sensitivity? 0 1 1 3 4 5 6 9
Cross hedging under multiplicative basis risk 0 1 1 42 2 10 17 198
Disagreement versus uncertainty: Evidence from distribution forecasts 0 1 3 21 4 7 15 78
Estimating portfolio risk for tail risk protection strategies 0 0 0 4 4 6 8 31
Factor Timing with Portfolio Characteristics 0 0 0 0 4 4 6 8
High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model 0 0 0 10 1 3 8 44
How do individual investors trade? 0 0 0 17 3 4 4 69
Improved Inference in Regression with Overlapping Observations 0 0 1 34 4 7 9 159
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 2 4 7 9 13
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 6 2 3 7 55
Modeling a Multivariate Transaction Process 0 0 0 16 4 4 7 67
Modelling financial transaction price movements: a dynamic integer count data model 0 0 1 168 5 7 10 551
Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures 0 1 1 2 12 17 21 24
Realized candlestick wicks 0 0 0 0 2 3 8 8
Sell-side analysts’ career concerns during banking stresses 0 0 0 6 5 10 14 83
The economic value of volatility timing with realized jumps 0 0 0 5 4 5 11 85
The information content of retail investors' order flow 0 0 1 6 1 2 6 38
Using forecasts of forecasters to forecast 0 0 0 112 3 4 6 289
Volatility Estimation and Forecasts Based on Price Durations* 0 0 1 6 1 1 4 18
Weighted Least Squares Realized Covariation Estimation 0 0 1 3 2 3 5 15
What determines forecasters’ forecasting errors? 1 1 2 7 6 7 9 41
Total Journal Articles 1 5 14 524 94 145 225 2,155

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 3 5 11 16
Modelling financial transaction price movements: a dynamic integer count data model 0 0 0 0 2 5 10 15
Total Chapters 0 0 1 1 5 10 21 31

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Statistics updated 2026-02-12