Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Correlation dynamics between i...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
Theorie
55
Volatilität
55
Theory
54
Volatility
52
Capital income
35
Kapitaleinkommen
35
Portfolio-Management
32
Portfolio selection
31
Forecasting model
24
Prognoseverfahren
24
Börsenkurs
23
Share price
22
United States
22
Hedging
20
Option pricing theory
20
Optionspreistheorie
20
Schätzung
20
Estimation
19
Zeitreihenanalyse
18
Kreditrisiko
17
Credit risk
16
Time series analysis
15
Welt
11
World
11
ARCH model
10
ARCH-Modell
10
Risikomanagement
10
Aktienindex
9
Anlageverhalten
9
Correlation
9
Finanzkrise
9
Index futures
9
Index-Futures
9
Korrelation
9
Market microstructure
9
Marktmikrostruktur
9
Risikomaß
9
Risk measure
9
Stock index
9
more ...
less ...
Online availability
All
Free
5
Type of publication
All
Article
16
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Working Paper
7
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
22
German
1
Author
All
Martens, Martin
19
Poon, Ser-Huang
5
Dijk, Dick van
4
Kofman, Paul
4
Blair, Bevan J.
2
Dijk, Herman K. van
2
Henker, Thomas
2
Oord, Arco van
2
Taylor, Stephen
2
Vorst, Ton
2
Bannouh, Karim
1
Chulia-Soler, Helena
1
Chuliá, Helena
1
Duyvesteyn, Johan
1
Luu, James C.
1
Nic, Siawash Safavi
1
Oehler, Andreas
1
Pooter, Michiel de
1
Pope, Peter F.
1
Rockinger, Michael
1
Thiengtham, Dolruedee
1
Twan, Jonathan
1
Walker, Marcus Glenn
1
Walker, Thomas
1
Zein, Jason
1
van Dijk, Herman K.
1
van Oord, Arco
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
3
Journal of banking & finance
3
The journal of futures markets
3
Die Betriebswirtschaft : DBW
1
ERIM report series research in management
1
Econometric Institute research papers
1
Econometric reviews
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of international money and finance
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
Report / Erasmus Center for Financial Research, Erasmus University
1
TRACE discussion papers / Tinbergen Institute
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of fixed income
1
The review of financial studies
1
Tinbergen Institute Discussion Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
EconStor
1
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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:
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
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:
6
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:
7
Interaction between stock markets : an analysis of the common trading hours at the London and New York stock exchange
Kofman, Paul
- In:
Journal of international money and finance
16
(
1997
)
3
,
pp. 387-414
Persistent link: https://www.econbiz.de/10001225572
Saved in:
8
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
Saved in:
9
Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations
Chuliá, Helena
;
Martens, Martin
;
Dijk, Dick van
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 834-839
Persistent link: https://www.econbiz.de/10003966116
Saved in:
10
Forecasting bond returns using jumps in intraday prices
Duyvesteyn, Johan
;
Martens, Martin
;
Nic, Siawash Safavi
- In:
The journal of fixed income
20
(
2010/11
)
4
,
pp. 80-90
Persistent link: https://www.econbiz.de/10009007989
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
