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Martens, Martin
18
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4
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2
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ECONIS (ZBW)
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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
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