Modelling intra-daily volatility by functional data analysis: an empirical application to the spanish stock market
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2009-04-05 (Econometrics)
- NEP-MST-2009-04-05 (Market Microstructure)
- NEP-RMG-2009-04-05 (Risk Management)
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