Intraday volatility forecasts using different seasonality adjustment methods

Accounting and Finance

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

Standard

Intraday volatility forecasts using different seasonality adjustment methods. / Martens, M P E; Chang, Y; Taylor, S J.
In: Journal of Financial Research, Vol. 25, 2002, p. 283-297.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Author

Martens, M P E ; Chang, Y ; Taylor, S J. / Intraday volatility forecasts using different seasonality adjustment methods. In: Journal of Financial Research. 2002 ; Vol. 25. pp. 283-297.

Bibtex

@article{ddac987b671f4b77a70d36308972f7b7,

title = "Intraday volatility forecasts using different seasonality adjustment methods",

author = "Martens, {M P E} and Y Chang and Taylor, {S J}",

year = "2002",

language = "English",

volume = "25",

pages = "283--297",

journal = "Journal of Financial Research",

issn = "0270-2592",

publisher = "Wiley-Blackwell",

}

RIS

TY - JOUR

T1 - Intraday volatility forecasts using different seasonality adjustment methods

AU - Martens, M P E

AU - Chang, Y

AU - Taylor, S J

PY - 2002

Y1 - 2002

M3 - Journal article

VL - 25

SP - 283

EP - 297

JO - Journal of Financial Research

JF - Journal of Financial Research

SN - 0270-2592

ER -

Research