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Correlation dynamics between i...
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21
Residual momentum
Blitz, David
;
Huij, Joop
;
Martens, Martin
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 506-521
Persistent link: https://www.econbiz.de/10009302077
Saved in:
22
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:
23
Forecasting volatility with the realized range in the presence of noise and non-trading
Bannouh, Karim
;
Martens, Martin
;
Dijk, Dick van
-
2012
Persistent link: https://www.econbiz.de/10009664660
Saved in:
24
Realized mixed-frequency factor models for vast dimensional covariance estimation
Bannouh, Karim
;
Martens, Martin
;
Oomen, Roel
;
Dijk, Dick van
-
2012
Persistent link: https://www.econbiz.de/10009664664
Saved in:
25
Forecasting volatility with the realized range in the presence of noise and non-trading
Bannouh, Karim
;
Martens, Martin
;
Dijk, Dick van
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 535-551
Persistent link: https://www.econbiz.de/10010370495
Saved in:
26
Emerging government bond market timing
Duyvesteyn, Johan
;
Martens, Martin
- In:
The journal of fixed income
23
(
2014
)
3
,
pp. 36-49
Persistent link: https://www.econbiz.de/10010388892
Saved in:
27
Mutual funds selection based on funds characteristics
Budiono, Diana P.
;
Martens, Martin
- In:
The journal of financial research
33
(
2010
)
3
,
pp. 249-265
Persistent link: https://www.econbiz.de/10008939345
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28
Prediciting the daily covariance matrix for S&P 100 stocks using intraday data - but which frequency to use?
Pooter, Michiel de
;
Martens, Martin
;
Dijk, Dick van
-
2005
Persistent link: https://www.econbiz.de/10003155816
Saved in:
29
Hedging the time-varying risk exposures of momentum returns
Martens, Martin
;
Oord, Arco van
- In:
Journal of empirical finance
28
(
2014
),
pp. 78-89
Persistent link: https://www.econbiz.de/10011284506
Saved in:
30
Index futures arbitrage before and after the introduction of sixteenths on the NYSE
Henker, Thomas
;
Martens, Martin
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 353-373
Persistent link: https://www.econbiz.de/10002900505
Saved in:
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