Martin Christian Richter

University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics

Dr.

100 Cathedral Street

Glasgow G4 0LN

United Kingdom

SCHOLARLY PAPERS

2

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CITATIONS
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Scholarly Papers (2)

1.

Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 45 Posted: 27 Feb 2002
Martin Christian Richter and Carsten Sørensen
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and Copenhagen Business School - Department of Finance
Downloads 1,354 (13,445)
Citation 31

Abstract:

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2.

On the Efficiency of Capital Markets ? A Dynamic Analysis of the Term Structure of Interest Rates in Britain

Ludwig Boltzmann Working Paper
Number of pages: 36 Posted: 22 Feb 2002
Martin Christian Richter
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics
Downloads 147 (196,276)

Abstract:

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Interest Rates, Time Dependent Spectral Analysis, Behavioural Finance, Learning, Uncovered Interest Parity