Journal of Business & Financial Affairs

Ingmar Nolte

Ingmar Nolte
Associate Professor
University of Warwick, UK

Biography

Ingmar Nolte isan Associate Professor in the Finance Group at Warwick Business School, University of Warwick. He has been an Assistant Professor at Warwick Business School, a Visiting Professor and Research Associate in the Department of Economics at the University of Konstanz and a Visiting Fellow at the universities of Aarhus, Copenhagen and Konstanz. Ingmar received his Dr.rer. pol in Econometrics and his Master degree in Mathematical Finance from the University of Konstanz.
 

Research Interest

Ingmar’s research interest are in Financial Econometrics and focus on questions in high-frequency finance, individual trading behaviour, market microstructure, limit order book analysis, volatility modelling, multivariate count data modelling, multivariate density modelling, survey data analysis and density forecasting.