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 5 7 314
An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics 0 0 1 71 0 5 7 291
Customer trading in the foreign exchange market empirical evidence from an internet trading platform 0 0 0 69 0 1 4 350
Disagreement, Uncertainty and the True Predictive Density 0 0 0 98 1 5 8 212
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 1 4 7 198
Estimating liquidity using information on the multivariate trading process 0 0 0 54 1 4 10 237
Estimating liquidity using information on the multivariate trading process 0 0 0 49 0 7 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 2 5 11 148
Profiting from Mimicking Strategies in Non-Anonymous Markets 0 0 0 14 0 2 6 114
Total Working Papers 0 0 2 739 6 41 80 2,461

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 1 7 2 9 11 26
A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach 0 0 0 36 2 6 10 102
A generalized heterogeneous autoregressive model using market information 0 0 0 2 0 7 9 14
An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics 0 0 0 0 0 1 4 111
Announcement: Call for Papers for Special Issue in Honour of Stephen J. Taylor 0 0 0 10 0 3 7 28
Can Capital Adjustment Costs Explain the Decline in Investment–Cash Flow Sensitivity? 0 0 1 3 0 6 7 11
Cross hedging under multiplicative basis risk 1 1 2 43 5 10 23 206
Decoupling Interday and Intraday Volatility Dynamics With Price Durations 0 0 0 0 1 7 8 8
Disagreement versus uncertainty: Evidence from distribution forecasts 0 1 2 22 1 8 16 82
Estimating portfolio risk for tail risk protection strategies 0 0 0 4 4 11 15 38
Factor Timing with Portfolio Characteristics 0 0 0 0 1 6 7 10
High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model 0 1 1 11 2 5 12 48
How do individual investors trade? 0 0 0 17 0 3 4 69
Improved Inference in Regression with Overlapping Observations 1 1 2 35 1 6 10 161
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 2 0 4 9 13
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 6 0 3 7 56
Modeling a Multivariate Transaction Process 0 0 0 16 0 5 6 68
Modelling financial transaction price movements: a dynamic integer count data model 0 0 1 168 2 8 13 554
Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures 0 0 1 2 1 16 25 28
Realized candlestick wicks 0 0 0 0 17 20 26 26
Sell-side analysts’ career concerns during banking stresses 0 0 0 6 1 6 15 84
Special Issue in Honour of Stephen J. Taylor: Guest Editors' Introduction 1 1 1 1 1 2 3 3
The economic value of volatility timing with realized jumps 0 0 0 5 1 6 11 87
The information content of retail investors' order flow 0 0 0 6 0 2 5 39
Using forecasts of forecasters to forecast 0 0 0 112 0 3 6 289
Volatility Estimation and Forecasts Based on Price Durations* 0 1 2 7 0 2 5 19
Weighted Least Squares Realized Covariation Estimation 0 0 1 3 1 3 5 16
What determines forecasters’ forecasting errors? 0 1 2 7 0 6 9 41
Total Journal Articles 3 8 17 531 43 174 288 2,237

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 1 4 10 17
Modelling financial transaction price movements: a dynamic integer count data model 0 0 0 0 0 2 9 15
Total Chapters 0 0 1 1 1 6 19 32

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09