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person:"Martens, Martin"
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Index futures
6
Index-Futures
6
USA
5
United States
5
Arbitrage
4
Estimation
2
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2
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Theory
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Volatility
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1997
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Martens, Martin
Tse, Yiuman
21
Ryu, Doojin
20
Röder, Klaus
17
Kempf, Alexander
16
Bamberg, Günter
15
Engle, Robert F.
13
Fung, Joseph K. W.
13
Jackwerth, Jens Carsten
13
Perrakis, Stylianos
13
Frino, Alex
12
Gannon, Gerard L.
11
Todorov, Viktor
11
Wang, George H. K.
11
Whaley, Robert E.
11
Cheng, Louis T. W.
10
Dorfleitner, Gregor
10
Kurov, Alexander
10
Lee, Cheng F.
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Mittnik, Stefan
10
Noh, Jaesun
10
Wang, Janchung
10
Ackert, Lucy F.
9
Antoniou, Antonios
9
Bohl, Martin T.
9
Chung, Huimin
9
Han, Qian
9
Kane, Alex
9
Koutmos, Gregory
9
McMillan, David G.
9
Shaikh, Imlak
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Ap Gwilym, Owain
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8
Hou, Yang
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Lam, Kin
8
Lien, Da-hsiang Donald
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Puttonen, Vesa
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Subrahmanyam, Avanidhar
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The journal of futures markets
2
Discussion paper / Tinbergen Institute
1
Journal of applied econometrics
1
Journal of empirical finance
1
Report / Erasmus Center for Financial Research, Erasmus University
1
TRACE discussion papers / Tinbergen Institute
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ECONIS (ZBW)
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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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