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

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Item Type: Journal Article
Journal or Publication Title: Journal of Financial Research
Uncontrolled Keywords: /dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 43639
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 18:02
Refereed?: Yes
Published?: Published
Last Modified: 02 Jul 2019 03:09
URI: https://eprints.lancs.ac.uk/id/eprint/43639

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