Details about Ingmar Nolte
Access statistics for papers by Ingmar Nolte.
Last updated 2020-02-06. Update your information in the RePEc Author Service.
Short-id: pno71
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Working Papers
2015
- Profiting from Mimicking Strategies in Non-Anonymous Markets
MPRA Paper, University Library of Munich, Germany View citations (1)
2011
- Disagreement, Uncertainty and the True Predictive Density
Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz
2009
- Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University 
See also Journal Article in Journal of Business & Economic Statistics (2011)
2008
- Estimating High-Frequency Based (Co-) Variances: A Unified Approach
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (8)
Also in CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE) (2007) View citations (2)
2007
- An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics
CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE) View citations (1)
See also Journal Article in Journal of Applied Econometrics (2011)
- Customer trading in the foreign exchange market empirical evidence from an internet trading platform
CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE) View citations (5)
- Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market
CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE)
2006
- A Multivariate Integer Count Hurdle model: Theory and application to exchange rate dynamics
CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE) View citations (2)
- Estimating liquidity using information on the multivariate trading process
Working Papers, Department of Applied Econometrics, Warsaw School of Economics 
Also in CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE) (2006)
Journal Articles
2019
- What determines forecasters’ forecasting errors?
International Journal of Forecasting, 2019, 35, (1), 11-24
2016
- Disagreement versus uncertainty: Evidence from distribution forecasts
Journal of Banking & Finance, 2016, 72, (S), S172-S186 View citations (13)
- The information content of retail investors' order flow
The European Journal of Finance, 2016, 22, (2), 80-104
2015
- The economic value of volatility timing with realized jumps
Journal of Empirical Finance, 2015, 34, (C), 45-59 View citations (11)
2014
- Sell-side analysts’ career concerns during banking stresses
Journal of Banking & Finance, 2014, 49, (C), 424-441 View citations (4)
2012
- A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach
The European Journal of Finance, 2012, 18, (10), 885-919 View citations (9)
- How do individual investors trade?
The European Journal of Finance, 2012, 18, (10), 921-947 View citations (6)
2011
- An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics
Journal of Applied Econometrics, 2011, 26, (4), 669-707 View citations (12)
See also Working Paper (2007)
- Cross hedging under multiplicative basis risk
Journal of Banking & Finance, 2011, 35, (11), 2956-2964 View citations (10)
- Improved Inference in Regression with Overlapping Observations
Journal of Business Finance & Accounting, 2011, 38, (5-6), 657-683 View citations (16)
- Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise
Journal of Business & Economic Statistics, 2011, 30, (1), 94-108 View citations (6)
See also Working Paper (2009)
2008
- Modeling a Multivariate Transaction Process
Journal of Financial Econometrics, 2008, 6, (1), 143-170 View citations (2)
2007
- Using forecasts of forecasters to forecast
International Journal of Forecasting, 2007, 23, (1), 15-28 View citations (23)
2006
- Modelling financial transaction price movements: a dynamic integer count data model
Empirical Economics, 2006, 30, (4), 795-825 View citations (26)
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