Browsing All of EconStor by Author Martens, Martin
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2004 | Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity | Martens, Martin; van Dijk, Dick; de Pooter, Michiel |
2005 | Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use? | de Pooter, Michiel; Martens, Martin; van Dijk, Dick |
2009 | Robust Optimization of the Equity Momentum Strategy | van Oord, Arco; Martens, Martin; van Dijk, Herman K. |