Browse by Warwick Author
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Number of items: 9.
Nolte, Ingmar, Payne, Richard and Vasios, Michalis (2012) Can investors benefit from market transparency? : an asset allocation perspective. Working Paper. Unpublished. Working Paper Series .
Nolte, Ingmar and Voev, Valeri. (2012) Least squares inference on integrated volatility and the relationship between efficient prices and noise. Journal of Business & Economic Statistics , Vol.30 (No.1). pp. 94-108. ISSN 0735-0015
Britten-Jones, Mark, Neuberger, Anthony and Nolte, Ingmar. (2011) Improved inference and estimation in regression with overlapping observations. Journal of Business Finance & Accounting, Vol.38 (No.5-6). pp. 657-683. ISSN 0306-686X
Adam-Müller, Axel F.A. and Nolte, Ingmar. (2011) Cross hedging under multiplicative basis risk. Journal of Banking & Finance, Vol.35 (No.11). pp. 2956-2964. ISSN 0378-4266
Nolte, Ingmar and Nolte, Sandra. (2011) How do individual investors trade? European Journal of Finance, Vol. 18 (No. 10). pp. 921-947. ISSN 1351-847X
Nolte, I. and Voev, V.. (2011) Trading Dynamics in the Foreign Exchange Market: A Latent Factor Panel Intensity Approach. Journal of Financial Econometrics, Vol.9 (No.4). pp. 685-716. ISSN 1479-8409
Nolte, Ingmar. (2011) A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach. European Journal of Finance, Vol. 18 (No. 10). pp. 1-35. ISSN 1351-847X
Bien, Katarzyna, Nolte, Ingmar and Pohlmeier, Winfried. (2009) An inflated multivariate integer count hurdle model : an application to bid and ask quote dynamics. Journal of Applied Econometrics, Volume 26 (Number 4). pp. 669-707. ISSN 0883-7252
Nolte, Ingmar. (2008) Modeling a Multivariate Transaction Process. Journal of Financial Econometrics, Vol.6 (No.1). pp. 143-170. ISSN 1479-8409
This list was generated on Thu Jul 28 15:00:59 2016 BST.