Advanced Search
MyIDEAS: Login

Ingmar Nolte

Contents:

This is information that was supplied by Ingmar Nolte in registering through RePEc. If you are Ingmar Nolte , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Ingmar
Middle Name:
Last Name: Nolte
Suffix:

RePEc Short-ID: pno71

Email:
Homepage: http://www.lancs.ac.uk/staff/nolte/
Postal Address:
Phone:

Affiliation

Department of Accounting and Finance
Management School
Lancaster University
Location: Lancaster, United Kingdom
Homepage: http://www.lums.lancs.ac.uk/pages/Departments/Accounting
Email:
Phone:
Fax:
Postal: LANCASTER LA1 4YX
Handle: RePEc:edi:dflanuk (more details at EDIRC)

Works

as in new window

Working papers

  1. Fabian Krüger & Ingmar Nolte, 2011. "Disagreement, Uncertainty and the True Predictive Density," Working Paper Series of the Department of Economics, University of Konstanz 2011-43, Department of Economics, University of Konstanz.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.

Articles

  1. Ingmar Nolte, 2012. "A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach," The European Journal of Finance, Taylor & Francis Journals, vol. 18(10), pages 885-919, November.
  2. Ingmar Nolte & Sandra Nolte, 2012. "How do individual investors trade?," The European Journal of Finance, Taylor & Francis Journals, vol. 18(10), pages 921-947, November.
  3. Mark Britten-Jones & Anthony Neuberger & Ingmar Nolte, 2011. "Improved Inference in Regression with Overlapping Observations," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(5-6), pages 657-683, 06.
  4. Ingmar Nolte & Valeri Voev, 2011. "Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 94-108, April.
  5. Adam-Müller, Axel F.A. & Nolte, Ingmar, 2011. "Cross hedging under multiplicative basis risk," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2956-2964, November.
  6. Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2011. "An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(4), pages 669-707, 06.
  7. Ingmar Nolte, 2008. "Modeling a Multivariate Transaction Process," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 6(1), pages 143-170, Winter.
  8. Nolte, Ingmar & Pohlmeier, Winfried, 2007. "Using forecasts of forecasters to forecast," International Journal of Forecasting, Elsevier, vol. 23(1), pages 15-28.
  9. 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.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2007-04-21 2007-04-28 2011-11-01. Author is listed
  2. NEP-CFN: Corporate Finance (2) 2007-04-21 2008-06-27
  3. NEP-ECM: Econometrics (8) 2007-04-21 2007-04-28 2007-04-28 2007-08-08 2008-06-27 2009-05-02 2010-02-05 2011-11-01. Author is listed
  4. NEP-ETS: Econometric Time Series (4) 2007-04-28 2007-08-08 2008-06-27 2010-02-05. Author is listed
  5. NEP-FMK: Financial Markets (1) 2009-05-02
  6. NEP-FOR: Forecasting (1) 2011-11-01
  7. NEP-ICT: Information & Communication Technologies (1) 2010-02-05
  8. NEP-IFN: International Finance (3) 2007-04-21 2007-04-28 2010-02-05. Author is listed
  9. NEP-MST: Market Microstructure (9) 2007-04-21 2007-04-21 2007-04-28 2007-04-28 2007-04-28 2007-08-08 2008-06-27 2009-05-02 2010-02-05. Author is listed
  10. NEP-ORE: Operations Research (1) 2010-02-05

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Ingmar Nolte should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.