مقاله‌های دارای تعهدات انتشار عمومی - Prof. Dr. Ingmar Nolteبیشتر بدانید
جای دیگری دردسترس است: ۱۳
Disagreement versus uncertainty: Evidence from distribution forecasts
F Krüger, I Nolte
Journal of Banking & Finance 72, S172-S186, 2016
تعهدات: German Research Foundation
Estimating portfolio risk for tail risk protection strategies
D Happersberger, H Lohre, I Nolte
European Financial Management 26 (4), 1107-1146, 2020
تعهدات: UK Economic and Social Research Council
A descriptive study of high-frequency trade and quote option data
T Andersen, I Archakov, L Grund, N Hautsch, Y Li, S Nasekin, I Nolte, ...
Journal of Financial Econometrics 19 (1), 128-177, 2021
تعهدات: Austrian Science Fund, UK Economic and Social Research Council
Volatility estimation and forecasts based on price durations
SY Hong, I Nolte, SJ Taylor, X Zhao
Journal of Financial Econometrics 21 (1), 106-144, 2023
تعهدات: Austrian Science Fund, UK Economic and Social Research Council
Trading dynamics in the foreign exchange market: a latent factor panel intensity approach
I Nolte, V Voev
Journal of Financial Econometrics 9 (4), 685-716, 2011
تعهدات: German Research Foundation
High-frequency volatility modeling: A Markov-switching autoregressive conditional intensity model
Y Li, I Nolte, S Nolte
Journal of Economic Dynamics and Control 124, 104077, 2021
تعهدات: Austrian Science Fund, UK Economic and Social Research Council
What determines forecasters’ forecasting errors?
I Nolte, S Nolte, W Pohlmeier
International Journal of Forecasting 35 (1), 11-24, 2019
تعهدات: German Research Foundation
Testing for jumps in a discretely observed price process with endogenous sampling times
Q Li, Y Li, I Nolte, S Yu
Sandra and Yu, Shifan, Testing for Jumps in a Discretely Observed Price …, 2024
تعهدات: UK Economic and Social Research Council
Parametric risk-neutral density estimation via finite lognormal-weibull mixtures
Y Li, I Nolte, MC Pham
Journal of Econometrics 241 (2), 105748, 2024
تعهدات: Austrian Science Fund
Realized candlestick wicks
Y Li, I Nolte, S Yu
Sandra and Yu, Shifan, Realized Candlestick Wicks (July 12, 2023), 2023
تعهدات: UK Economic and Social Research Council
Bolstering the modelling and forecasting of realized covariance matrices using (directional) common jumps
R Hizmeri, M Izzeldin, I Nolte
Available at SSRN 3745671, 2021
تعهدات: UK Economic and Social Research Council
Decoupling Interday and Intraday Volatility Dynamics with Price Durations
Y Li, I Nolte, S Yu
Sandra and Yu, Shifan, Decoupling Interday and Intraday Volatility Dynamics …, 2024
تعهدات: UK Economic and Social Research Council
A Least Squares Regression Realised Covariation Estimation under MMS Noise and Non-Synchronous Trading
I Nolte, M Vasios, V Voev
Discussion paper, Lancaster University, 2014
تعهدات: Danish National Research Foundation
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