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 87 0 0 3 305
An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics 0 0 0 69 0 0 0 273
Customer trading in the foreign exchange market empirical evidence from an internet trading platform 0 0 2 67 0 2 10 334
Disagreement, Uncertainty and the True Predictive Density 0 0 0 97 0 2 11 192
Estimating High-Frequency Based (Co-) Variances: A Unified Approach 0 0 1 73 0 0 2 149
Estimating high-frequency based (co-) variances: A unified approach 0 0 1 93 1 1 2 183
Estimating liquidity using information on the multivariate trading process 0 0 0 53 0 2 9 208
Estimating liquidity using information on the multivariate trading process 0 0 0 49 1 2 5 200
Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise 0 0 0 86 0 1 5 176
Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market 0 0 0 42 0 0 3 133
Profiting from Mimicking Strategies in Non-Anonymous Markets 1 1 1 13 1 2 9 79
Total Working Papers 1 1 5 729 3 12 59 2,232


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach 0 0 4 33 0 2 7 83
An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics 0 0 0 0 0 0 4 94
Cross hedging under multiplicative basis risk 0 0 1 34 0 1 5 154
Disagreement versus uncertainty: Evidence from distribution forecasts 0 0 1 7 0 1 6 32
How do individual investors trade? 0 0 0 15 0 0 1 54
Improved Inference in Regression with Overlapping Observations 0 0 1 24 0 1 7 114
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 6 0 0 0 45
Modeling a Multivariate Transaction Process 0 1 1 15 0 1 6 58
Modelling financial transaction price movements: a dynamic integer count data model 0 0 2 159 0 1 8 517
Sell-side analysts’ career concerns during banking stresses 0 0 0 6 0 1 6 54
The economic value of volatility timing with realized jumps 0 0 0 4 0 3 7 61
The information content of retail investors' order flow 0 0 0 4 0 0 1 24
Using forecasts of forecasters to forecast 1 1 2 109 1 2 4 270
What determines forecasters’ forecasting errors? 0 0 1 3 1 1 3 18
Total Journal Articles 1 2 13 419 2 14 65 1,578


Statistics updated 2021-01-03