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~subject:"Index futures"
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Index futures
Volatilität
25
Volatility
24
Capital income
23
Kapitaleinkommen
23
USA
20
United States
19
Schätzung
18
Estimation
17
Forecasting model
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Zeitreihenanalyse
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high-frequency data
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Aktienmarkt
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Behavioural finance
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Bias
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Börsenkurs
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Stock market
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Großbritannien
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Index-Futures
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Market microstructure
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Marktmikrostruktur
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Public bond
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Rentenmarkt
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Öffentliche Anleihe
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English
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Martens, Martin
6
Kofman, Paul
3
Henker, Thomas
1
Luu, James C.
1
Vorst, Ton
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The journal of futures markets
2
Discussion paper / Tinbergen Institute
1
Journal of applied econometrics
1
Journal of empirical finance
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Report / Erasmus Center for Financial Research, Erasmus University
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TRACE discussion papers / Tinbergen Institute
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ECONIS (ZBW)
6
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1
Index futures arbitrage before and after the introduction of sixteenths on the NYSE
Henker, Thomas
;
Martens, Martin
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 353-373
Persistent link: https://www.econbiz.de/10002900505
Saved in:
2
Testing the mixture-of-distributions hypothesis using "realized" volatility
Luu, James C.
;
Martens, Martin
- In:
The journal of futures markets
23
(
2002
)
7
,
pp. 661-679
Persistent link: https://www.econbiz.de/10001769720
Saved in:
3
Measuring and forecasting S&P 500 index-futures volatility using high-frequency data
Martens, Martin
- In:
The journal of futures markets
22
(
2002
)
6
,
pp. 497-518
Persistent link: https://www.econbiz.de/10001696643
Saved in:
4
A threshold error-correction model for intraday futures and index returns
Martens, Martin
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 245-263
Persistent link: https://www.econbiz.de/10001244202
Saved in:
5
Intraday leads and lags with index-futures arbitrage
Martens, Martin
;
Kofman, Paul
-
1995
Persistent link: https://www.econbiz.de/10000909095
Saved in:
6
Intraday leads and lags with index-futures arbitrage
Martens, Martin
;
Kofman, Paul
-
1995
Persistent link: https://www.econbiz.de/10000912175
Saved in:
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