Ingmar Nolte
Names
| first: |
Ingmar |
| last: |
Nolte |
Identifer
Contact
Affiliations
-
Lancaster University
/ Management School
/ Department of Accounting and Finance
Research profile
author of:
- Estimating High-Frequency Based (Co-) Variances: A Unified Approach (repec:aah:create:2008-31)
by Ingmar Nolte & Valeri Voev - Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise (repec:aah:create:2009-16)
by Ingmar Nolte & Valeri Voev - Estimating portfolio risk for tail risk protection strategies (repec:bla:eufman:v:26:y:2020:i:4:p:1107-1146)
by David Happersberger & Harald Lohre & Ingmar Nolte - Improved Inference in Regression with Overlapping Observations (repec:bla:jbfnac:v:38:y:2011:i:5-6:p:657-683)
by Mark Britten-Jones & Anthony Neuberger & Ingmar Nolte - Announcement: Call for Papers for Special Issue in Honour of Stephen J. Taylor (repec:bla:jtsera:v:44:y:2023:i:4:p:336-336)
by Torben Andersen & Kim Christensen & Ingmar Nolte - Can Capital Adjustment Costs Explain the Decline in Investment–Cash Flow Sensitivity? (repec:cup:jfinqa:v:59:y:2024:i:5:p:2399-2424_13)
by Liao, Shushu & Nolte, Ingmar & Pawlina, Grzegorz - High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model (repec:eee:dyncon:v:124:y:2021:i:c:s0165188921000129)
by Li, Yifan & Nolte, Ingmar & Nolte, Sandra - Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures (repec:eee:econom:v:241:y:2024:i:2:s0304407624000940)
by Li, Yifan & Nolte, Ingmar & Pham, Manh Cuong - Realized candlestick wicks (repec:eee:econom:v:250:y:2025:i:c:s0304407625000685)
by Li, Yifan & Nolte, Ingmar & Nolte, Sandra & Yu, Shifan - The economic value of volatility timing with realized jumps (repec:eee:empfin:v:34:y:2015:i:c:p:45-59)
by Nolte, Ingmar & Xu, Qi - Using forecasts of forecasters to forecast (repec:eee:intfor:v:23:y:2007:i:1:p:15-28)
by Nolte, Ingmar & Pohlmeier, Winfried - What determines forecasters’ forecasting errors? (repec:eee:intfor:v:35:y:2019:i:1:p:11-24)
by Nolte, Ingmar & Nolte, Sandra & Pohlmeier, Winfried - Weighted Least Squares Realized Covariation Estimation (repec:eee:jbfina:v:137:y:2022:i:c:s0378426622000206)
by Li, Yifan & Nolte, Ingmar & Vasios, Michalis & Voev, Valeri & Xu, Qi - Cross hedging under multiplicative basis risk (repec:eee:jbfina:v:35:y:2011:i:11:p:2956-2964)
by Adam-Müller, Axel F.A. & Nolte, Ingmar - Sell-side analysts’ career concerns during banking stresses (repec:eee:jbfina:v:49:y:2014:i:c:p:424-441)
by Nolte, Ingmar & Nolte, Sandra & Vasios, Michalis - Disagreement versus uncertainty: Evidence from distribution forecasts (repec:eee:jbfina:v:72:y:2016:i:s:p:s172-s186)
by Krüger, Fabian & Nolte, Ingmar - Disagreement, Uncertainty and the True Predictive Density (repec:knz:dpteco:1143)
by Fabian Krüger & Ingmar Nolte - A Descriptive Study of High-Frequency Trade and Quote Option Data
[Stealth Trading in Options Markets] (repec:oup:jfinec:v:19:y:2021:i:1:p:128-177.)
by Torben Andersen & Ilya Archakov & Leon Grund & Nikolaus Hautsch & Yifan Li & Sergey Nasekin & Ingmar Nolte & Manh Cuong Pham & Stephen Taylor & Viktor Todorov - Volatility Estimation and Forecasts Based on Price Durations (repec:oup:jfinec:v:21:y:2023:i:1:p:106-144.)
by Seok Young Hong & Ingmar Nolte & Stephen J Taylor & Xiaolu Zhao - Modeling a Multivariate Transaction Process (repec:oup:jfinec:v:6:y:2008:i:1:p:143-170)
by Ingmar Nolte - Factor Timing with Portfolio Characteristics (repec:oup:rasset:v:14:y:2024:i:1:p:84-118.)
by Anastasios Kagkadis & Ingmar Nolte & Sandra Nolte & Nikolaos Vasilas - Profiting from Mimicking Strategies in Non-Anonymous Markets (repec:pra:mprapa:61710)
by Vasios, Michalis & Payne, Richard & Nolte, Ingmar - Modelling financial transaction price movements: a dynamic integer count data model (repec:spr:empeco:v:30:y:2006:i:4:p:795-825)
by Roman Liesenfeld & Ingmar Nolte & Winfried Pohlmeier - A multivariate integer count hurdle model: theory and application to exchange rate dynamics (repec:spr:stecpp:978-3-7908-1992-2_3)
by Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier - Modelling financial transaction price movements: a dynamic integer count data model (repec:spr:stecpp:978-3-7908-1992-2_8)
by Roman Liesenfeld & Ingmar Nolte & Winfried Pohlmeier - A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach (repec:taf:eurjfi:v:18:y:2012:i:10:p:885-919)
by Ingmar Nolte - How do individual investors trade? (repec:taf:eurjfi:v:18:y:2012:i:10:p:921-947)
by Ingmar Nolte & Sandra Nolte - The information content of retail investors' order flow (repec:taf:eurjfi:v:22:y:2016:i:2:p:80-104)
by Ingmar Nolte & Sandra Nolte - Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise (repec:taf:jnlbes:v:30:y:2011:i:1:p:94-108)
by Ingmar Nolte & Valeri Voev - Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise (repec:taf:jnlbes:v:30:y:2012:i:1:p:94-108)
by Ingmar Nolte & Valeri Voev - A generalized heterogeneous autoregressive model using market information (repec:taf:quantf:v:22:y:2022:i:8:p:1513-1534)
by Rodrigo Hizmeri & Marwan Izzeldin & Ingmar Nolte & Vasileios Pappas - An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics (repec:wly:japmet:v:26:y:2011:i:4:p:669-707)
by Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier - Estimating liquidity using information on the multivariate trading process (repec:wse:wpaper:10)
by Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier - Estimating liquidity using information on the multivariate trading process (repec:zbw:cofedp:0604)
by Bien, Katarzyna & Nolte, Ingmar & Pohlmeier, Winfried - A Multivariate Integer Count Hurdle model: Theory and application to exchange rate dynamics (repec:zbw:cofedp:0606)
by Bien, Katarzyna & Nolte, Ingmar & Pohlmeier, Winfried - Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market (repec:zbw:cofedp:0702)
by Nolte, Ingmar & Voev, Valeri - Customer trading in the foreign exchange market empirical evidence from an internet trading platform (repec:zbw:cofedp:0703)
by Lechner, Sandra & Nolte, Ingmar - An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics (repec:zbw:cofedp:0704)
by Bien, Katarzyna & Nolte, Ingmar & Pohlmeier, Winfried - Estimating high-frequency based (co-) variances: A unified approach (repec:zbw:cofedp:0707)
by Nolte, Ingmar & Voev, Valeri