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Research

Professor Ingmar Nolte

Professor of Finance & Econometrics, Director

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  1. 2006
  2. Published

    Modelling financial transaction price movements: a dynamic integer count data model

    Liesenfeld, R., Nolte, I. & Pohlmeier, W., 01/2006, In: Empirical Economics. 30, 4, p. 795-825 31 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. 2007
  4. Published

    Using forecasts of forecasters to forecast

    Nolte, I. & Pohlmeier, W., 01/2007, In: International Journal of Forecasting. 23, 1, p. 15-28 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  5. 2008
  6. Published

    Modeling a multivariate transaction process

    Nolte, I., 2008, In: Journal of Financial Econometrics. 6, 1, p. 143-170 28 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  7. 2011
  8. Published

    Trading dynamics in the foreign exchange market: a latent factor panel intensity approach

    Nolte, I. & Voev, V., 2011, In: Journal of Financial Econometrics. 9, 4, p. 685-716 32 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  9. Published

    An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics

    Bien, K., Nolte, I. & Pohlmeier, W., 06/2011, In: Journal of Applied Econometrics. 26, 4, p. 669-707 39 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  10. Published

    Improved inference in regression with overlapping observations

    Britten-Jones, M., Neuberger, A. & Nolte, I., 06/2011, In: Journal of Business Finance and Accounting. 38, 5-6, p. 657-683 27 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  11. Published

    Cross hedging under multiplicative basis risk

    Adam-Müller, A. & Nolte, I., 11/2011, In: Journal of Banking and Finance. 35, 11, p. 2956-2964 9 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  12. 2012
  13. Published

    A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach

    Nolte, I., 2012, In: European Journal of Finance. 18, 10, p. 885-919 35 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  14. Published

    How do individual investors trade?

    Nolte, I. & Nolte, S., 2012, In: European Journal of Finance. 18, 10, p. 921-947 27 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  15. Published

    Least Squares inference on integrated volatility and the relationship between efficient Prices and noise

    Nolte, I. & Voev, V., 2012, In: Journal of Business and Economic Statistics. 30, 1, p. 94-108 15 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

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