Information about:
Ingmar Nolte

Other registered authors

Email:
Homepage: http://www.warwick.ac.uk/staff/I.Nolte
Postal Address:
Phone:

Affiliation

• Financial Econometrics Research Centre
  Warwick Business School
  University of Warwick

  Location: Coventry, United Kingdom
  Homepage: http://www.wbs.ac.uk/faculty/research/ferc.cfm
  Email:
  Phone: +44 (0)24 76524118
  Fax: +44 (0)24 76524167
  Postal: Coventry, CV4 7AL
  Handle: RePEc:edi:fewaruk (registered authors at this institution)

• Warwick Business School
  University of Warwick

  Location: Coventry, United Kingdom
  Homepage: http://www.wbs.ac.uk/
  Email:
  Phone: +44 (0)24 7652 4306
  Fax: +44 (0)24 7652 3719
  Postal: Coventry, CV4 7AL
  Handle: RePEc:edi:wbswauk (registered authors at this institution)

• Finance Group
  Warwick Business School
  University of Warwick

  Location: Coventry, United Kingdom
  Homepage: http://www.wbs.ac.uk/faculty/subjects/fin.cfm
  Email:
  Phone:
  Fax:
  Postal:
  Handle: RePEc:edi:afwbsuk (registered authors at this institution)

Working papers

1. Ingmar Nolte & Valeri Voev, 2009. "Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise," CREATES Research Papers 2009-16, School of Economics and Management, University of Aarhus. [Downloadable!]

2. Ingmar Nolte & Valeri Voev, 2007. "Estimating High-Frequency Based (Co-) Variances: A Unified Approach," CoFE Discussion Paper 07-07, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
   Other versions:
   • Ingmar Nolte & Valeri Voev, 2008. "Estimating High-Frequency Based (Co-) Variances: A Unified Approach," CREATES Research Papers 2008-31, School of Economics and Management, University of Aarhus. [Downloadable!]

3. Ingmar Nolte & Valeri Voev, 2007. "Panel Intensity Models with Latent Factors: An Application to the Trading Dynamics on the Foreign Exchange Market¤," CoFE Discussion Paper 07-02, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

4. Ingmar Nolte & Sandra Lechner, 2007. "Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform," CoFE Discussion Paper 07-03, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

5. Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2007. "An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics," CoFE Discussion Paper 07-04, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

6. Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2006. "A Multivariate Integer Count Hurdle Model: Theory and Application to Exchange Rate Dynamics," CoFE Discussion Paper 06-06, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

7. Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2006. "Estimating Liquidity Using Information on the Multivariate Trading Process," CoFE Discussion Paper 06-04, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
   Other versions:
   • Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2006. "Estimating liquidity using information on the multivariate trading process," Working Papers 10, Department of Applied Econometrics, Warsaw School of Economics. [Downloadable!]

1. Ingmar Nolte, 2008. "Modeling a Multivariate Transaction Process," Journal of Financial Econometrics, Oxford University Press, vol. 6(1), pages 143-170, Winter. [Downloadable!] (restricted)

2. Nolte, Ingmar & Pohlmeier, Winfried, 2007. "Using forecasts of forecasters to forecast," International Journal of Forecasting, Elsevier, vol. 23(1), pages 15-28. [Downloadable!] (restricted)

3. Roman Liesenfeld & Ingmar Nolte & Winfried Pohlmeier, 2006. "Modelling financial transaction price movements: a dynamic integer count data model," Empirical Economics, Springer, vol. 30(4), pages 795-825, January. [Downloadable!] (restricted)

1. NEP-CBA: Central Banking (2) 2007-04-21 2007-04-28 Author is listed
2. NEP-CFN: Corporate Finance (2) 2007-04-21 2008-06-27 Author is listed
3. NEP-ECM: Econometrics (6) 2007-04-21 2007-04-28 2007-04-28 2007-08-08 2008-06-27 2009-05-02 Author is listed
4. NEP-ETS: Econometric Time Series (3) 2007-04-28 2007-08-08 2008-06-27 Author is listed
5. NEP-FMK: Financial Markets (1) 2009-05-02
6. NEP-IFN: International Finance (2) 2007-04-21 2007-04-28 Author is listed
7. NEP-MST: Market Microstructure (8) 2007-04-21 2007-04-21 2007-04-28 2007-04-28 2007-04-28 2007-08-08 2008-06-27 2009-05-02 Author is listed

This page was last updated on 2009-10-31.