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:
ID Code:
43639
Deposited By:
Deposited On:
11 Jul 2011 18:02
Refereed?:
Yes
Published?:
Published
Last Modified:
11 Mar 2020 03:03