Ingmar Nolte - Concepedia

Author

Ingmar Nolte

Lancaster University ORCID

Also Known As

I. Nolte, Ingmar Nolte, Manh Cuong Pham, Michalis Vasios, Nolte, Ingmar, Stephen J. Taylor

Publications

696

Citations

H-Index

Concepts

All Affiliations

Lancaster University University of Warwick University of Konstanz Universität Trier Aarhus University

About

Ingmar Nolte is an author at Lancaster University specializing in finance, business, and asset pricing.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	11	12	312
2	Engineering	5	5	175
3	Management	5	5	126
4	Accounting	3	3	55
5	Public Health	1	1	23

Ingmar Nolte

Publications

531

Citations

H-Index

Page 1

	Year	Citations
Improved Inference in Regression with Overlapping Observations Mark Britten‐Jones, Anthony Neuberger, Ingmar Nolte Journal of Business Finance &amp Accounting EngineeringOriginal RegressionEstimation StatisticEconometricsTransformed Regression	2011	63
Modelling financial transaction price movements: a dynamic integer count data model Roman Liesenfeld, Ingmar Nolte, Winfried Pohlmeier Empirical Economics EconomicsComputational FinanceFinancial EconomicsAsset PricingBusiness	2005	63
Cross hedging under multiplicative basis risk Axel F. A. Adam‐Müller, Ingmar Nolte Journal of Banking & Finance Portfolio OptimizationAsset PricingFinancial Risk ManagementMultiplicative Basis RiskRisk Management	2011	41
Disagreement versus uncertainty: Evidence from distribution forecasts Fabian Krüger, Ingmar Nolte Journal of Banking & Finance High UncertaintyEngineeringUncertainty QuantificationDeep UncertaintyManagement	2015	38
Using forecasts of forecasters to forecast Ingmar Nolte, Winfried Pohlmeier International Journal of Forecasting MeteorologyForecasting MethodologyProbabilistic ForecastingEngineeringPredictive Analytics	2006	33
The economic value of volatility timing with realized jumps Ingmar Nolte, Qi Xu Journal of Empirical Finance Volatility ModelingEconomicsFinancial EconomicsAsset PricingMarket Trend	2015	28
A Descriptive Study of High-Frequency Trade and Quote Option Data* Torben G. Andersen, Ilya Archakov, Leon Eric Grund, Journal of Financial Econometrics TradeHigh-frequency TradeHigh-frequency Opra DataAsset PricingAlgorithmic Trading	2020	27
A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach Ingmar Nolte European Journal of Finance Market MicrostructureEmpirical FinanceEconomicsPanel Survival ApproachFinancial Economics	2011	25
How do individual investors trade? Ingmar Nolte, Sandra Nolte European Journal of Finance	2012	24
An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics Katarzyna Bień‐Barkowska, Ingmar Nolte, Winfried Pohlmeier Journal of Applied Econometrics Bayesian EconometricsMarket DesignPricing PolicyConditional Bivariate DensityFinancial Time Series Analysis	2009	23

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