Items where Author is "Martens, M P E"

Journal Article

Martens, M P E and Chang, Y and Taylor, S J (2002) Intraday volatility forecasts using different seasonality adjustment methods. Journal of Financial Research, 25. pp. 283-297. ISSN 0270-2592

Monograph

Poon, S and Martens, M P E (1999) Returns synchronization and daily correlation dynamics between international stock markets. Working Paper. The Department of Accounting and Finance, Lancaster University.