Loading...

← Back to Leaderboard

Ingmar Nolte

Global rank #7648 91%

Institution: Lancaster University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.lancs.ac.uk/staff/nolte/

First Publication: 2007

Most Recent: 2025

RePEc ID: pno71 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.17 2.25 0.00 4.59
Last 10 Years 0.00 1.17 3.92 0.00 6.27
All Time 0.00 3.18 7.27 0.00 13.64

Publication Statistics

Raw Publications 14
Coauthorship-Adjusted Count 10.50

Publications (14)

Year Article Journal Tier Authors
2025 Realized candlestick wicks Journal of Econometrics A 4
2024 Factor Timing with Portfolio Characteristics Review of Asset Pricing Studies B 4
2024 Can Capital Adjustment Costs Explain the Decline in Investment–Cash Flow Sensitivity? Journal of Financial and Quantitative Analysis B 3
2024 Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures Journal of Econometrics A 3
2022 Weighted Least Squares Realized Covariation Estimation Journal of Banking & Finance B 5
2021 High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model Journal of Economic Dynamics and Control B 3
2019 What determines forecasters’ forecasting errors? International Journal of Forecasting B 3
2016 Disagreement versus uncertainty: Evidence from distribution forecasts Journal of Banking & Finance B 2
2014 Sell-side analysts’ career concerns during banking stresses Journal of Banking & Finance B 3
2012 Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise Journal of Business & Economic Statistics A 2
2011 An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics Journal of Applied Econometrics B 3
2011 Cross hedging under multiplicative basis risk Journal of Banking & Finance B 2
2011 Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise Journal of Business & Economic Statistics A 2
2007 Using forecasts of forecasters to forecast International Journal of Forecasting B 2