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 1 1 2 71 1 1 2 285
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 0 0 0 204
Estimating High-Frequency Based (Co-) Variances: A Unified Approach 1 1 2 75 1 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 54 0 2 4 229
Estimating liquidity using information on the multivariate trading process 0 0 0 49 0 1 1 243
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 2 2 5 739 2 6 15 2,388

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 6 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 2 5
An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics 0 0 0 0 0 1 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 0 3 11 69
Estimating portfolio risk for tail risk protection strategies 0 0 2 4 1 2 6 25
High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model 0 0 0 10 1 3 3 39
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 3 152
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 6 1 1 3 50
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 2 5 543
Sell-side analysts’ career concerns during banking stresses 0 0 0 6 3 3 4 72
The economic value of volatility timing with realized jumps 0 0 0 5 0 1 3 77
The information content of retail investors' order flow 0 0 1 6 0 0 2 34
Using forecasts of forecasters to forecast 0 0 1 112 0 0 2 283
Volatility Estimation and Forecasts Based on Price Durations* 0 0 1 5 0 0 5 15
Weighted Least Squares Realized Covariation Estimation 0 0 0 2 0 0 2 11
What determines forecasters’ forecasting errors? 0 0 0 5 0 1 2 33
Total Journal Articles 0 1 14 500 6 18 71 1,934

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 1 1 6 8
Modelling financial transaction price movements: a dynamic integer count data model 0 0 0 0 0 2 4 9
Total Chapters 0 0 0 0 1 3 10 17

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Statistics updated 2025-08-05