Concepedia

Ingmar Nolte

IN

20

Publications

531

Citations

15

H-Index

2005

Active since

Affiliations

Lancaster University(Current)

University of Warwick

University of Konstanz

Universität Trier

Aarhus University

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

Top concepts

FinanceBusinessAsset PricingEconomicsStatisticsFinancial EconomicsManagementEngineeringEconomic AnalysisForecasting

Publications per year

2005–2023

20

Publications

20

Improved Inference in Regression with Overlapping Observations

Mark Britten‐Jones, Anthony Neuberger, Ingmar Nolte · Journal of Business Finance &amp Accounting · 2011 · 63 citations · Full text

Engineering, Original Regression, Estimation Statistic +9

Modelling financial transaction price movements: a dynamic integer count data model

Roman Liesenfeld, Ingmar Nolte, Winfried Pohlmeier · Empirical Economics · 2005 · 63 citations

Economics, Computational Finance, Financial Economics +8

Cross hedging under multiplicative basis risk

Axel F. A. Adam‐Müller, Ingmar Nolte · Journal of Banking & Finance · 2011 · 41 citations

Portfolio Optimization, Asset Pricing, Financial Risk Management +5

Disagreement versus uncertainty: Evidence from distribution forecasts

Fabian Krüger, Ingmar Nolte · Journal of Banking & Finance · 2015 · 38 citations · Full text

High Uncertainty, Engineering, Uncertainty Quantification +9

Using forecasts of forecasters to forecast

Ingmar Nolte, Winfried Pohlmeier · International Journal of Forecasting · 2006 · 33 citations · Full text

Meteorology, Forecasting Methodology, Probabilistic Forecasting +5

Rows per page

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