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 3 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 0 3 7 353
Disagreement, Uncertainty and the True Predictive Density 0 0 0 98 0 1 9 213
Estimating High-Frequency Based (Co-) Variances: A Unified Approach 0 0 1 75 1 5 10 168
Estimating high-frequency based (co-) variances: A unified approach 0 0 0 93 1 2 9 200
Estimating liquidity using information on the multivariate trading process 0 0 0 54 1 1 9 238
Estimating liquidity using information on the multivariate trading process 0 0 0 49 0 1 12 255
Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise 0 0 0 86 0 3 4 183
Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market 0 0 0 42 0 2 13 150
Profiting from Mimicking Strategies in Non-Anonymous Markets 0 0 0 14 0 4 10 118
Total Working Papers 0 0 2 739 3 25 100 2,486

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 2 8 51 54 65 80
A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach 0 0 0 36 1 4 14 106
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 3 8 31
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 0 2 43 4 9 31 215
Decoupling Interday and Intraday Volatility Dynamics With Price Durations 0 0 0 0 0 2 10 10
Disagreement versus uncertainty: Evidence from distribution forecasts 0 0 2 22 1 4 17 86
Estimating portfolio risk for tail risk protection strategies 0 0 0 4 0 2 16 40
Factor Timing with Portfolio Characteristics 1 1 1 1 2 7 13 17
High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model 0 0 1 11 0 3 13 51
How do individual investors trade? 0 0 0 17 0 2 6 71
Improved Inference in Regression with Overlapping Observations 0 0 1 35 3 8 17 169
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 2 0 3 12 16
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 6 0 1 8 57
Modeling a Multivariate Transaction Process 0 0 0 16 0 2 8 70
Modelling financial transaction price movements: a dynamic integer count data model 0 0 1 168 0 2 13 556
Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures 1 1 2 3 1 5 29 33
Realized candlestick wicks 0 1 1 1 2 13 39 39
Sell-side analysts’ career concerns during banking stresses 0 0 0 6 2 3 18 87
Special Issue in Honour of Stephen J. Taylor: Guest Editors' Introduction 0 0 1 1 0 4 7 7
The economic value of volatility timing with realized jumps 0 0 0 5 2 7 17 94
The information content of retail investors' order flow 1 2 2 8 1 11 16 50
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 3 7 22
Weighted Least Squares Realized Covariation Estimation 0 1 2 4 0 2 7 18
What determines forecasters’ forecasting errors? 0 0 2 7 0 3 11 44
Total Journal Articles 3 7 23 538 72 161 431 2,398

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 1 11 18
Modelling financial transaction price movements: a dynamic integer count data model 0 0 0 0 0 4 10 19
Total Chapters 0 0 1 1 0 5 21 37

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Statistics updated 2026-07-10