Martin Martens

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Measuring volatility with the realized range
Journal of Econometrics
2016-05-04Paper
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use?
Econometric Reviews
2008-11-19Paper


Research outcomes over time


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