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Lancaster University Management School<\/p>

Ingmar
Nolte<\/h1>

Professor of Finance
and Econometrics<\/p>

I study financial markets through econometrics, with a focus on high-frequency data, volatility and portfolio allocation.<\/p>

Explore my research \u2197<\/span><\/a>Curriculum vitae \u2192<\/span><\/a><\/div><\/div>
\"Professor
Department of Accounting & Finance
Lancaster University, United Kingdom<\/figcaption><\/figure><\/section>\r\n

About<\/p>

Understanding financial markets.
Advancing the methods we use.<\/h2>

My research brings together financial econometrics, asset pricing and empirical finance. I develop methods for analysing high-frequency financial data and use them to study volatility, trading activity, risk and investment decisions.<\/p>

I am Professor of Finance and Econometrics at Lancaster University Management School<\/a>, where I have held a chair since 2016. I also serve as Doctoral Director and direct the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy<\/a>.<\/p>Academic background \u2192<\/span><\/a><\/div><\/section>\r\n

Research interests<\/p>

From market data to investment decisions<\/h2><\/div>
01<\/span>

High-frequency econometrics<\/h3>

Volatility and covariation estimation, jumps, price durations and the information in intraday data.<\/p><\/div>

02<\/span>

Markets & trading<\/h3>

Market microstructure, liquidity, transaction costs and the behaviour of investors and traders.<\/p><\/div>

03<\/span>

Portfolio allocation<\/h3>

Portfolio risk, factor investing, forecasting and methods for making investment decisions.<\/p><\/div><\/div><\/section>