Original language | Undefined/Unknown |
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Pages (from-to) | 283-299 |
Number of pages | 17 |
Journal | The Journal of Financial Research |
Volume | 25 |
Issue number | 2 |
Publication status | Published - 2002 |
A comparison of seasonal adjustment methods when forecasting intraday volatility
MPE Martens, YC Chang, SJ Taylor
Research output: Contribution to journal › Article › Academic › peer-review
73
Citations
(Scopus)