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 4 6 313
An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics 0 0 1 71 0 6 7 291
Customer trading in the foreign exchange market empirical evidence from an internet trading platform 0 0 0 69 0 4 4 350
Disagreement, Uncertainty and the True Predictive Density 0 0 0 98 0 4 7 211
Estimating High-Frequency Based (Co-) Variances: A Unified Approach 0 0 1 75 0 3 6 163
Estimating high-frequency based (co-) variances: A unified approach 0 0 0 93 0 6 6 197
Estimating liquidity using information on the multivariate trading process 0 0 0 54 0 4 9 236
Estimating liquidity using information on the multivariate trading process 0 0 0 49 0 8 12 254
Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise 0 0 0 86 0 0 2 180
Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market 0 0 0 42 0 6 9 146
Profiting from Mimicking Strategies in Non-Anonymous Markets 0 0 0 14 0 3 6 114
Total Working Papers 0 0 2 739 1 48 74 2,455

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* 1 1 1 7 3 9 10 24
A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach 0 0 0 36 0 6 8 100
A generalized heterogeneous autoregressive model using market information 0 0 0 2 2 7 9 14
An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics 0 0 0 0 0 2 4 111
Announcement: Call for Papers for Special Issue in Honour of Stephen J. Taylor 0 0 1 10 0 5 8 28
Can Capital Adjustment Costs Explain the Decline in Investment–Cash Flow Sensitivity? 0 0 1 3 2 6 7 11
Cross hedging under multiplicative basis risk 0 0 1 42 3 7 18 201
Decoupling Interday and Intraday Volatility Dynamics With Price Durations 0 0 0 0 1 6 7 7
Disagreement versus uncertainty: Evidence from distribution forecasts 1 1 4 22 3 8 17 81
Estimating portfolio risk for tail risk protection strategies 0 0 0 4 3 7 11 34
Factor Timing with Portfolio Characteristics 0 0 0 0 1 5 7 9
High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model 1 1 1 11 2 5 10 46
How do individual investors trade? 0 0 0 17 0 4 4 69
Improved Inference in Regression with Overlapping Observations 0 0 1 34 1 6 10 160
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 2 0 6 9 13
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 6 1 3 8 56
Modeling a Multivariate Transaction Process 0 0 0 16 1 5 6 68
Modelling financial transaction price movements: a dynamic integer count data model 0 0 1 168 1 8 11 552
Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures 0 1 1 2 3 16 24 27
Realized candlestick wicks 0 0 0 0 1 4 9 9
Sell-side analysts’ career concerns during banking stresses 0 0 0 6 0 6 14 83
Special Issue in Honour of Stephen J. Taylor: Guest Editors' Introduction 0 0 0 0 0 1 2 2
The economic value of volatility timing with realized jumps 0 0 0 5 1 6 11 86
The information content of retail investors' order flow 0 0 0 6 1 3 6 39
Using forecasts of forecasters to forecast 0 0 0 112 0 3 6 289
Volatility Estimation and Forecasts Based on Price Durations* 1 1 2 7 1 2 5 19
Weighted Least Squares Realized Covariation Estimation 0 0 1 3 0 2 4 15
What determines forecasters’ forecasting errors? 0 1 2 7 0 6 9 41
Total Journal Articles 4 6 17 528 31 154 254 2,194

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 5 10 16
Modelling financial transaction price movements: a dynamic integer count data model 0 0 0 0 0 5 9 15
Total Chapters 0 0 1 1 0 10 19 31

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Statistics updated 2026-03-04