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Volatilität
33
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Martens, Martin
141
Kofman, Paul
126
Dijk, Dick van
23
Moser, James T.
17
Henker, Thomas
15
Kofman, P.
14
Martens, M.
13
Hall, Anthony D.
12
Michayluk, David
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9
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Duyvesteyn, Johan G.
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Dijk, Herman K. van
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4
Luu, James C.
4
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4
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8
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6
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4
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3
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The journal of futures markets
15
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9
Journal of Futures Markets
8
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8
Monash Econometrics and Business Statistics Working Papers
8
Journal of banking & finance
6
Research Paper Series / Finance Discipline Group, Business School
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Tinbergen Institute Discussion Papers
6
Discussion paper series / Institute for Economic Research, Erasmus University Rotterdam
5
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5
Journal of international financial markets, institutions & money
5
Report / Erasmus Center for Financial Research, Erasmus University
5
Erasmus University of Rotterdam - Institute for Economic Research
4
Journal of Empirical Finance
4
Review of Business and Economic Literature
4
The journal of fixed income
4
Tinbergen Institute Discussion Paper
4
Australian journal of management
3
ERIM Report Series Reference
3
ERIM report series research in management
3
International journal of forecasting
3
Journal of Banking & Finance
3
Journal of Financial Research
3
Journal of International Financial Markets, Institutions and Money
3
Journal of international money and finance
3
The journal of financial research : a publ. of the School of Business Administration, Georgetown University
3
Tinbergen Institute research series
3
Working Paper Series, Issues in Financial Regulation
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Working paper series / Research Department, Federal Reserve Bank of Chicago
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Applied financial economics
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Australian Journal of Management
2
Australian economic papers
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Competition and Regulation in Network Industries
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Die Betriebswirtschaft : DBW
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Econometric Institute research papers
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Econometric Society World Congress 2000 Contributed Papers
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Econometric reviews
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Erasmus University of Rotterdam - Econometric Institute
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ECONIS (ZBW)
145
RePEc
86
OLC EcoSci
44
EconStor
3
USB Cologne (EcoSocSci)
1
Other ZBW resources
1
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1
The inefficiency of Reuters foreign exchange quotes
Martens, Martin
- In:
Journal of banking & finance
22
(
1998
)
3
,
pp. 347-366
Persistent link: https://www.econbiz.de/10001238384
Saved in:
2
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:
3
Intraday leads and lags with index-futures arbitrage
Martens, Martin
;
Kofman, Paul
-
1995
Persistent link: https://www.econbiz.de/10000909095
Saved in:
4
Interaction between the London and New York stock exchange during common trading hours
Kofman, Paul
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 25-48)
.
1995
Persistent link: https://www.econbiz.de/10001294228
Saved in:
5
Intraday leads and lags with index-futures arbitrage
Martens, Martin
;
Kofman, Paul
-
1995
Persistent link: https://www.econbiz.de/10000912175
Saved in:
6
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:
7
Forecasting daily exchange rate volatility using intraday returns
Martens, Martin
- In:
Journal of international money and finance
20
(
2001
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001546106
Saved in:
8
Price discovery in high and low volatility periods : open outcry versus electronic trading
Martens, Martin
- In:
Journal of international financial markets, …
8
(
1998
)
3/4
,
pp. 243-260
Persistent link: https://www.econbiz.de/10001445743
Saved in:
9
Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim
(
contributor
);
Dijk, Dick van
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003754160
Saved in:
10
Price discovery and liquidity in basket securities
Henker, Thomas
;
Martens, Martin
- In:
The financial review : the official publication of the …
43
(
2008
)
2
,
pp. 219-239
Persistent link: https://www.econbiz.de/10003755355
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