A Comparison of Seasonal Adjustment Methods When Forecasting Intraday Volatility
Year of publication: |
[2001]
|
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Authors: | Martens, Martin |
Other Persons: | Chang, Yuan-Chen (contributor) ; Taylor, Stephen J. (contributor) |
Publisher: |
[2001]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: Forthcoming in Journal of Financial Research Volltext nicht verfügbar |
Classification: | C53 - Forecasting and Other Model Applications ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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