Lancaster EPrints

Intraday volatility forecasts using different seasonality adjustment methods

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

Full text not available from this repository.
Item Type: Article
Journal or Publication Title: Journal of Financial Research
Subjects: UNSPECIFIED
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 43639
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 19:02
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 18:50
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/43639

Actions (login required)

View Item