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60 research outputs found

Interaction between financial markets

Author: Martens MPE
Publication venue: Erasmus University Rotterdam (EUR)
Publication date: 19/06/1997
Field of study

EUR Research Repository

Price discovery in high and low volatility periods: Open outcry vs electronic trading

Author: Martens MPE
Publication venue
Publication date: 01/01/1998
Field of study

EUR Research Repository

Measuring and forecasting S&P 500 index-futures volatility using high-frequency data

Author: Martens MPE
Publication venue
Publication date: 01/01/2002
Field of study

EUR Research Repository

Price discovery in high and low volatility periods: Open outcry vs electronic trading

Author: Martens MPE
Publication venue
Publication date: 01/01/1998
Field of study

EUR Research Repository

Measuring and forecasting S&P 500 index-futures volatility using high-frequency data

Author: Martens MPE
Publication venue
Publication date: 01/01/2002
Field of study

Interaction between financial markets

Author: Martens MPE
Publication venue: Erasmus University Rotterdam (EUR)
Publication date: 19/06/1997
Field of study

EUR Research Repository

Measuring and forecasting S&P 500 index-futures volatility using high-frequency data

Author: Martens MPE
Publication venue
Publication date: 01/01/2002
Field of study

EUR Research Repository

The inefficiency of Reuters foreign exchange quotes

Author: Kofman P
Martens MPE
Publication venue
Publication date: 01/01/1998
Field of study

EUR Research Repository

Predicting financial volatility: high-frequency time-series forecasts vis-à-vis implied volatility

Author: Martens MPE
Zein J
Publication venue: 'Wiley'
Publication date: 01/01/2004
Field of study

EUR Research Repository

Predicting financial volalility: High-frequency time-series forecasts vis-a-vis implied volatility

Author: Martens MPE
Zein J
Publication venue: 'Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Gora'
Publication date: 01/01/2005
Field of study

EUR Research Repository

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