E-LIB Suche - Ergebnisse für: Nolte, Ingmar

1

Parametric risk-neutral density estimation via finite logno..:

Li, Yifan ; Nolte, Ingmar ; Pham, Manh Cuong
Journal of Econometrics. 241 (2024) 2 - p. 105748 , 2024

Link: https://doi.org/10.1016/..

2

Announcement: Call for Papers for Special Issue in Honour o..:

Andersen, Torben ; Christensen, Kim ; Nolte, Ingmar
Journal of Time Series Analysis. 44 (2023) 4 - p. 336-336 , 2023

Link: https://doi.org/10.1111/..

3

Factor Timing with Portfolio Characteristics:

Kagkadis, Anastasios ; Nolte, Ingmar ; Nolte, Sandra..
The Review of Asset Pricing Studies. 14 (2023) 1 - p. 84-118 , 2023

Link: https://doi.org/10.1093/..

4

Can Capital Adjustment Costs Explain the Decline in Investm..:

Liao, Shushu ; Nolte, Ingmar ; Pawlina, Grzegorz
Journal of Financial and Quantitative Analysis. , 2023

Link: https://doi.org/10.1017/..

5

A generalized heterogeneous autoregressive model using mark..:

Hizmeri, Rodrigo ; Izzeldin, Marwan ; Nolte, Ingmar.
Quantitative Finance. 22 (2022) 8 - p. 1513-1534 , 2022

Link: https://doi.org/10.1080/..

6

Weighted Least Squares Realized Covariation Estimation:

Li, Yifan ; Nolte, Ingmar ; Vasios, Michalis..
Journal of Banking & Finance. 137 (2022) - p. 106420 , 2022

Link: https://doi.org/10.1016/..

7

A Descriptive Study of High-Frequency Trade and Quote Optio..:

Andersen, Torben ; Archakov, Ilya ; Grund, Leon...
Journal of Financial Econometrics. 19 (2021) 1 - p. 128-177 , 2021

Link: https://doi.org/10.1093/..

8

Volatility Estimation and Forecasts Based on Price Duration:

Hong, Seok Young ; Nolte, Ingmar ; Taylor, Stephen J.
Journal of Financial Econometrics. 21 (2021) 1 - p. 106-144 , 2021

Link: https://doi.org/10.1093/..

9

High-frequency volatility modeling: A Markov-Switching Auto..:

Li, Yifan ; Nolte, Ingmar ; Nolte, Sandra
Journal of Economic Dynamics and Control. 124 (2021) - p. 104077 , 2021

Link: https://doi.org/10.1016/..

10

Estimating portfolio risk for tail risk protection strategi..:

Happersberger, David ; Lohre, Harald ; Nolte, Ingmar
European Financial Management. 26 (2020) 4 - p. 1107-1146 , 2020

Link: https://doi.org/10.1111/..

11

Estimating Portfolio Risk for Tail Risk Protection Strategi..:

Happersberger, David ; Lohre, Harald ; Nolte, Ingmar
European Financial Management. 26 (2019) 4 - p. 1107–1146 , 2019

Link: https://ssrn.com/abstrac..

12

What determines forecasters' forecasting errors?:

Nolte, Ingmar ; Nolte, Sandra ; Pohlmeier, Winfried
International Journal of Forecasting. 35 (2019) 1 - p. 11-24 , 2019

Link: https://doi.org/10.1016/..

13

High-Frequency Volatility Modelling: A Markov-Switching Aut..:

Li, Yifan ; Nolte, Ingmar ; Nolte (Lechner), Sandra
Journal of Economic Dynamics and Control, Forthcoming. , 2019

Link: https://ssrn.com/abstrac..

14

Disagreement versus uncertainty: Evidence from distribution..:

Krüger, Fabian ; Nolte, Ingmar
Journal of Banking & Finance. 72 (2016) - p. S172-S186 , 2016

Link: https://doi.org/10.1016/..

15

The economic value of volatility timing with realized jumps:

Nolte, Ingmar ; Xu, Qi
Journal of Empirical Finance. 34 (2015) - p. 45-59 , 2015

Link: https://doi.org/10.1016/..