Narrow search
Showing 91 - 100 of 203
Cover Image
Predicting the daily covariance matrix for S&P 100 stock using intraday data : but which frequency to use?
Pooter, Michiel de; Martens, Martin; Dijk, Dick van - In: Econometric reviews 27 (2008) 1/3, pp. 199-229
Persistent link: https://www.econbiz.de/10003761224
Cover Image
Emerging government bond market timing
Duyvesteyn, Johan; Martens, Martin - In: The journal of fixed income 23 (2014) 3, pp. 36-49
Persistent link: https://www.econbiz.de/10010388892
Cover Image
Modeling and forecasting S&P 500 volatility : long memory, structural breaks and nonlinearity
Martens, Martin; Dijk, Dick van; Pooter, Michiel de - 2004
Persistent link: https://www.econbiz.de/10002128301
Cover Image
Predicting financial volatility : high-frequency time-series forecasts vis-à-Vis implied volatility
Martens, Martin; Zein, Jason - In: The journal of futures markets 24 (2004) 11, pp. 1005-1028
Persistent link: https://www.econbiz.de/10002248611
Cover Image
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
Cover Image
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
Cover Image
Returns synchronization and daily correlation dynamics between international stock markets
Martens, Martin; Poon, Ser-Huang - In: Journal of banking & finance 25 (2001) 10, pp. 1805-1827
Persistent link: https://www.econbiz.de/10001608846
Cover Image
Correlation dynamics between international stock markets using synchronous data
Martens, Martin; Poon, Ser-Huang - 1999
Persistent link: https://www.econbiz.de/10001472393
Cover Image
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
Cover Image
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