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Research

Professor Sandra Nolte

Personal Chair, Head of Department

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  1. 2019
  2. Unpublished

    Renewal Based Volatility Estimation

    Li, Y., Nolte, I. & Nolte, S., 12/01/2019, (Unpublished) SSRN Working Paper.

    Research output: Working paper

  3. Published

    What determines forecasters’ forecasting errors?

    Nolte, I., Nolte, S. & Pohlmeier, W., 01/2019, In: International Journal of Forecasting. 35, 1, p. 11-24 14 p.

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

  4. 2017
  5. Published

    Diversifying away the risk of war and cross-border political crisis

    Omar, A., Wisniewski, T. & Nolte, S., 05/2017, In: Energy Economics. 64, p. 494-510 17 p.

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

  6. 2016
  7. Published

    Data masking by noise addition and the estimation of nonparametric regression models

    Lechner, S. & Pohlmeier, W., 21/11/2016, Econometrics of Anonymized Micro Data: Sonderheft 5/2005 Jahrbücher für Nationalökonomie und Statistik. De Gruyter, p. 517-528 12 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  8. Published

    High-frequency volatility modelling: a Markov-switching autoregressive conditional intensity model

    Li, Y., Nolte, I. & Nolte, S., 27/05/2016, 46 p.

    Research output: Working paper

  9. Published

    How do individual investors trade?

    Nolte, I. & Nolte, S., 14/04/2016, High Frequency Trading and Limit Order Book Dynamics. Taylor and Francis Inc., p. 189-215 27 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  10. Published

    The information content of retail investors' order flow

    Nolte, I. & Nolte, S., 2016, In: European Journal of Finance. 22, 2, p. 80-104 25 p.

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

  11. 2015
  12. Published

    High-frequency volatility estimation and the relative importance of market microstructure variables

    Li, Y., Nolte, I. & Nolte, S., 25/09/2015, 50 p.

    Research output: Working paper

  13. Published

    Dimensions and location of high-involvement management: fresh evidence from the UK Commission's 2011 Employer Skills Survey

    Wood, S., Nolte, S., Burridge, M., Rudloff, D. & Green, W., 04/2015, In: Human Resource Management Journal. 25, 2, p. 166-183 18 p.

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

  14. 2014
  15. Published

    Sell-side analysts' career concerns during banking stresses

    Nolte, I., Nolte, S. & Vasios, M., 12/2014, In: Journal of Banking and Finance. 49, p. 424-441 18 p.

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

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