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Volatility Patterns and Spillovers in Bund Futures.
Franses, P.H.; Van Ieperen, R.; Kofman, P.; Martens, M.; … - Department of Econometrics and Business Statistics, … - 1994
Persistent link: https://www.econbiz.de/10005087616
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A Threshold Error Correction Model for Intraday Futures and Index Returns.
Martens, M.; Kofman, P.; Vorst, T.C.F. - Department of Econometrics and Business Statistics, … - 1995
Persistent link: https://www.econbiz.de/10005581157
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Interaction Between the London and New-York Stock Market During Common Trading Hours.
Kofman, P.; Martens, M. - Department of Econometrics and Business Statistics, … - 1995
Persistent link: https://www.econbiz.de/10005149068