Ingmar Nolte
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Person:2246710
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Testing for jumps in a discretely observed price process with endogenous sampling times Journal of Econometrics | 2026-02-24 | Paper |
| Decoupling interday and intraday volatility dynamics with price durations Journal of Time Series Analysis | 2025-10-24 | Paper |
| Realized candlestick wicks Journal of Econometrics | 2025-07-08 | Paper |
| Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise Journal of Business and Economic Statistics | 2025-01-20 | Paper |
| Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures Journal of Econometrics | 2024-06-12 | Paper |
| A generalized heterogeneous autoregressive model using market information Quantitative Finance | 2022-07-22 | Paper |
| High-frequency volatility modeling: a Markov-switching autoregressive conditional intensity model Journal of Economic Dynamics and Control | 2021-11-16 | Paper |
Research outcomes over time
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