A Comparison of Seasonal Adjustment Methods When Forecasting Intraday Volatility
| Year of publication: |
2002
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| Authors: | Martens, Martin ; Chang, Yuan-Chen ; Taylor, Stephen J. |
| Published in: |
The journal of financial research : a publ. of the School of Business Administration, Georgetown University. - Malden, Mass. [u.a.] : Blackwell Publishing, ISSN 0270-2592, ZDB-ID 8753532. - Vol. 25.2002, 2, p. 283-300
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