Authors: MARTENS M KOFMAN P VORST TCF

Citation: M. Martens et al., A THRESHOLD ERROR-CORRECTION MODEL FOR INTRADAY FUTURES AND INDEX RETURNS, Journal of applied econometrics, 13(3), 1998, pp. 245-263

Authors: MARTENS M KOFMAN P

Citation: M. Martens et P. Kofman, THE INEFFICIENCY OF REUTERS FOREIGN-EXCHANGE QUOTES, Journal of banking & finance, 22(3), 1998, pp. 347-366

Authors: KOFMAN P MARTENS M

Citation: P. Kofman et M. Martens, INTERACTION BETWEEN STOCK MARKETS - AN ANALYSIS OF THE COMMON TRADINGHOURS AT THE LONDON AND NEW-YORK-STOCK-EXCHANGE, Journal of international money and finance, 16(3), 1997, pp. 387-414

Authors: KOFMAN P

Citation: P. Kofman, SURVEYS IN ECONOMETRICS - OXLEY,L, GEORGE,DAR, ROBERTS,CJ, SAYER,S, Economic record, 73(220), 1997, pp. 82-84

Authors: KALB GRJ KOFMAN P VORST TCF

Citation: Grj. Kalb et al., MIXTURES OF TAILS IN CLUSTERED AUTOMOBILE COLLISION CLAIMS, Insurance. Mathematics & economics, 18(2), 1996, pp. 89-107

Authors: KOFMAN P DEVAAL A DEVRIES CG

Citation: P. Kofman et al., FIXING SOFT MARGINS, Journal of international economics, 34(3-4), 1993, pp. 359-374