A comparison of seasonal adjustment methods when forecasting intraday volatility

MPE Martens, YC Chang, SJ Taylor

Research output: Contribution to journalArticleAcademicpeer-review

73 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)283-299
Number of pages17
JournalThe Journal of Financial Research
Volume25
Issue number2
Publication statusPublished - 2002

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