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Modelling financial transaction price movements: a dynamic integer count data model
Liesenfeld, Roman; Nolte, Ingmar; Pohlmeier, Winfried - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 795-826
Persistent link: https://www.econbiz.de/10006231904
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Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise
Nolte, Ingmar; Voev, Valeri - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 1, pp. 94-109
Persistent link: https://www.econbiz.de/10009840082
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A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach
Nolte, Ingmar - In: The European journal of finance 18 (2012) 10, pp. 885-920
Persistent link: https://www.econbiz.de/10010040804
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How do individual investors trade?
Nolte, Ingmar; Nolte, Sandra - In: The European journal of finance 18 (2012) 10, pp. 921-948
Persistent link: https://www.econbiz.de/10010040805
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An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics
Bien, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried - In: Journal of applied econometrics 26 (2011) 4, pp. 669-708
Persistent link: https://www.econbiz.de/10009016722
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Improved Inference in Regression with Overlapping Observations
Britten‐Jones, Mark; Neuberger, Anthony; Nolte, Ingmar - In: Journal of business finance & accounting : JBFA 38 (2011) 5, pp. 657-684
Persistent link: https://www.econbiz.de/10009175457
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Cross hedging under multiplicative basis risk
Adam-Müller, Axel F.A.; Nolte, Ingmar - In: Journal of banking & finance 35 (2011) 11, pp. 2956-2965
Persistent link: https://www.econbiz.de/10009290661
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Using forecasts of forecasters to forecast
Nolte, Ingmar; Pohlmeier, Winfried - In: International journal of forecasting 23 (2007) 1, pp. 15-28
Persistent link: https://www.econbiz.de/10007607108