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~institution:"Departamento de Estadistica, Universidad Carlos III de Madrid"
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Modelling intra-daily volatility by functional data analysis: an empirical application to the spanish stock market
Alva, Kenedy
;
Romo, Juan
;
Ruiz, Esther
-
Departamento de Estadistica, Universidad Carlos III de …
-
2009
AR
(
1
)
model
to predict the volatility along a given day given the information in previous days for the intra …
Persistent link: https://www.econbiz.de/10005190170
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