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FORECASTING BOND RETURNS USING...
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Martens, Martin
24
van Dijk, Dick
4
Henker, Thomas
3
Kofman, Paul
3
de Pooter, Michiel
3
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1
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Journal of banking & finance
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The journal of financial research : a publ. of the School of Business Administration, Georgetown University
3
The journal of futures markets
3
International journal of forecasting
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
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1
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OLC EcoSci
ECONIS (ZBW)
83
RePEc
32
EconStor
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1
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Forecasting daily exchange rate volatility using intraday returns
Martens, Martin
- In:
Journal of international money and finance
20
(
2001
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10006902050
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2
Interaction between stock markets: An analysis of the common trading hours at the London and New York stock exchange
Kofman, Paul
;
Martens, Martin
- In:
Journal of international money and finance
16
(
1997
)
3
,
pp. 387-414
Persistent link: https://www.econbiz.de/10006923940
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3
Testing the mixture-of-distributions hypothesis using "realized" volatility
Luu, James C.
;
Martens, Martin
- In:
The journal of futures markets
23
(
2003
)
7
,
pp. 661-680
Persistent link: https://www.econbiz.de/10006822759
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4
A Comparison of Seasonal Adjustment Methods When Forecasting Intraday Volatility
Martens, Martin
;
Chang, Yuan-Chen
;
Taylor, Stephen J.
- In:
The journal of financial research : a publ. of the …
25
(
2002
)
2
,
pp. 283-300
Persistent link: https://www.econbiz.de/10006827134
Saved in:
5
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/10006827896
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6
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/10006815666
Saved in:
7
Handelssystemen en concurrentie tussen effectenbeurzen
Martens, Martin
;
Steenbeek, Onno
- In:
Bank- en effectenbedrijf
49
(
2000
)
11
,
pp. 24-29
Persistent link: https://www.econbiz.de/10006382468
Saved in:
8
Returns synchronization and daily correlation dynamics between international stock markets
Martens, Martin
;
Poon, Ser-Huang
- In:
Journal of banking & finance
25
(
2001
)
10
,
pp. 1805-1828
Persistent link: https://www.econbiz.de/10005892052
Saved in:
9
The inefficiency of Reuters foreign exchange quotes
Martens, Martin
;
Kofman, Paul
- In:
Journal of banking & finance
22
(
1998
)
3
,
pp. 347
Persistent link: https://www.econbiz.de/10005902234
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. 219-240
Persistent link: https://www.econbiz.de/10007987023
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