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~subject:"Volatility"
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FORECASTING BOND RETURNS USING...
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Volatility
Volatilität
27
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21
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Martens, Martin
25
Dijk, Dick van
14
Bannouh, Karim
6
Pooter, Michiel de
4
Kofman, Paul
3
Zein, Jason
2
Baltussen, Guido
1
Chulia-Soler, Helena
1
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1
Da, Zhi
1
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1
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1
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1
Oord, Arco van
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Discussion paper / Tinbergen Institute
3
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3
The journal of futures markets
3
ERIM report series research in management
2
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2
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2
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1
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Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
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ECONIS (ZBW)
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Riding the swaption curve
Duyvesteyn, Johan
;
Zwart, Gerben Jacobus de
- In:
Journal of banking & finance
59
(
2015
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
Saved in:
2
Price discovery in high and low volatility periods : open outcry versus electronic trading
Martens, Martin
- In:
Journal of international financial markets, …
8
(
1998
)
3/4
,
pp. 243-260
Persistent link: https://www.econbiz.de/10001445743
Saved in:
3
Forecasting daily exchange rate volatility using intraday returns
Martens, Martin
- In:
Journal of international money and finance
20
(
2001
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001546106
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
The inefficiency of Reuters foreign exchange quotes
Martens, Martin
- In:
Journal of banking & finance
22
(
1998
)
3
,
pp. 347-366
Persistent link: https://www.econbiz.de/10001238384
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
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:
8
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:
9
Modeling and forecasting S&P 500 volatility : long memory, structural breaks and nonlinearity
Martens, Martin
;
Dijk, Dick van
;
Pooter, Michiel de
-
2004
Persistent link: https://www.econbiz.de/10002128301
Saved in:
10
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
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