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 10 317
An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics 0 0 0 71 0 0 6 291
Customer trading in the foreign exchange market empirical evidence from an internet trading platform 0 0 0 69 0 1 7 353
Disagreement, Uncertainty and the True Predictive Density 0 0 0 98 0 0 9 213
Estimating High-Frequency Based (Co-) Variances: A Unified Approach 0 0 0 75 0 1 9 168
Estimating high-frequency based (co-) variances: A unified approach 0 0 0 93 1 2 10 201
Estimating liquidity using information on the multivariate trading process 0 0 0 49 0 1 12 255
Estimating liquidity using information on the multivariate trading process 0 0 0 54 0 1 9 238
Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise 0 0 0 86 0 0 4 183
Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market 0 0 0 42 0 0 13 150
Profiting from Mimicking Strategies in Non-Anonymous Markets 0 0 0 14 0 1 10 118
Total Working Papers 0 0 0 739 1 7 99 2,487

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 2 3 9 2 54 67 82
A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach 0 0 0 36 1 3 15 107
A generalized heterogeneous autoregressive model using market information 0 0 0 2 0 0 10 15
An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics 0 0 0 0 0 0 6 114
Announcement: Call for Papers for Special Issue in Honour of Stephen J. Taylor 0 0 0 10 0 2 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 0 4 31 215
Decoupling Interday and Intraday Volatility Dynamics With Price Durations 0 0 0 0 0 1 10 10
Disagreement versus uncertainty: Evidence from distribution forecasts 0 0 2 22 1 4 18 87
Estimating portfolio risk for tail risk protection strategies 0 0 0 4 0 0 15 40
Factor Timing with Portfolio Characteristics 0 1 1 1 1 6 14 18
High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model 1 1 2 12 1 2 13 52
How do individual investors trade? 0 0 0 17 0 1 6 71
Improved Inference in Regression with Overlapping Observations 0 0 1 35 0 7 17 169
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 2 1 3 13 17
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 6 1 1 8 58
Modeling a Multivariate Transaction Process 0 0 0 16 0 1 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 0 1 2 3 4 6 33 37
Realized candlestick wicks 0 0 1 1 0 5 38 39
Sell-side analysts’ career concerns during banking stresses 0 0 0 6 1 3 16 88
Special Issue in Honour of Stephen J. Taylor: Guest Editors' Introduction 0 0 1 1 1 1 8 8
The economic value of volatility timing with realized jumps 0 0 0 5 1 3 18 95
The information content of retail investors' order flow 0 1 2 8 1 4 17 51
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 8 23
Weighted Least Squares Realized Covariation Estimation 0 0 2 4 1 1 8 19
What determines forecasters’ forecasting errors? 0 0 2 7 1 1 12 45
Total Journal Articles 2 6 25 540 19 118 443 2,417

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 0 10 18
Modelling financial transaction price movements: a dynamic integer count data model 0 0 0 0 0 1 10 19
Total Chapters 0 0 1 1 0 1 20 37

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Statistics updated 2026-08-07