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:
      
        Journal Article
        
        
        
      
    Journal or Publication Title:
          Journal of Financial Research
        Uncontrolled Keywords:
          /dk/atira/pure/subjectarea/asjc/2000/2003
        Subjects:
          ?? financeaccountingdiscipline-based research ??
        Departments:
          
        ID Code:
          43639
        Deposited By:
          
        Deposited On:
          11 Jul 2011 18:02
        Refereed?:
          Yes
        Published?:
          Published
        Last Modified:
          18 Oct 2025 14:15
        
 Altmetric
 Altmetric