Modelling intra-daily volatility by functional data analysis: an empirical application to the Spanish stock market Conference Contributions uri icon

event

  • 3rd International Conference on Computational and Financial Econometrics (CFE'09)

event place

  • Limassol

country

  • CHIPRE

participation category

  • PONENCIA

main title

  • PROGRAMME AND ABSTRACTS : Third International Conference on Computational and Financial Econometrics (CFE 09) and Second Workshop of the ERCIM Working Group on Computing & Statistics (ERCIM 09)

publication date

  • 2009