| Modelling financial transaction price movements: a dynamic integer count data model R Liesenfeld, I Nolte, W Pohlmeier Empirical Economics 30, 795-825, 2006 | 97 | 2006 |
| Improved inference in regression with overlapping observations M Britten‐Jones, A Neuberger, I Nolte Journal of Business Finance & Accounting 38 (5‐6), 657-683, 2011 | 91 | 2011 |
| Disagreement versus uncertainty: Evidence from distribution forecasts F Krüger, I Nolte Journal of Banking & Finance 72, S172-S186, 2016 | 57 | 2016 |
| Cross hedging under multiplicative basis risk AFA Adam-Müller, I Nolte Journal of Banking & Finance 35 (11), 2956-2964, 2011 | 56 | 2011 |
| Modeling a multivariate transaction process I Nolte Journal of Financial Econometrics 6 (1), 143-170, 2008 | 40 | 2008 |
| Using forecasts of forecasters to forecast I Nolte, W Pohlmeier International Journal of Forecasting 23 (1), 15-28, 2007 | 40 | 2007 |
| Estimating portfolio risk for tail risk protection strategies D Happersberger, H Lohre, I Nolte European Financial Management 26 (4), 1107-1146, 2020 | 38 | 2020 |
| An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics K Bien, I Nolte, W Pohlmeier Journal of Applied Econometrics 26 (4), 669-707, 2011 | 35 | 2011 |
| A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach I Nolte High Frequency Trading and Limit Order Book Dynamics, 165-200, 2016 | 33 | 2016 |
| How do individual investors trade? I Nolte, S Nolte The European Journal of Finance 18 (10), 921-947, 2012 | 30 | 2012 |
| Least squares inference on integrated volatility and the relationship between efficient prices and noise I Nolte, V Voev Journal of Business & Economic Statistics 30 (1), 94-108, 2012 | 24 | 2012 |
| The economic value of volatility timing with realized jumps I Nolte, Q Xu Journal of Empirical Finance 34, 45-59, 2015 | 23 | 2015 |
| 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 | 21 | 2021 |
| 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 | 18 | 2023 |
| Sell-side analysts’ career concerns during banking stresses I Nolte, S Nolte, M Vasios Journal of Banking & Finance 49, 424-441, 2014 | 17 | 2014 |
| 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 | 14 | 2011 |
| Customer trading in the foreign exchange market empirical evidence from an internet trading platform S Lechner, I Nolte CoFE Discussion Paper, 2007 | 13 | 2007 |
| The information content of retail investors’ order flow I Nolte, S Nolte The European Journal of Finance 22 (2), 80-104, 2016 | 12 | 2016 |
| 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 | 11 | 2021 |
| Estimating high-frequency based (co-) variances: A unified approach I Nolte, V Voev Available at SSRN 1003201, 2007 | 11 | 2007 |
Winfried PohlmeierProfessor of Economics and Econometrics, University of KonstanzVerified email at uni-konstanz.de
