Financial econometrics - A new discipline with new methods
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- Alva, Kenedy & Romo, Juan & Ruiz, Esther, 2009. "Modelling intra-daily volatility by functional data analysis: an empirical application to the spanish stock market," DES - Working Papers. Statistics and Econometrics. WS ws092809, Universidad Carlos III de Madrid. Departamento de Estadística.
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