Intraday Trades Profile Estimation: An Intensity Approach

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Original language	English
Article number	nbab014
Pages (from-to)	651-677
Number of pages	27
Journal	Journal of Financial Econometrics
Volume	21
Issue number	3
DOIs	https://doi.org/10.1093/jjfinec/nbab014
Publication status	Published - 16 Jul 2021

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@article{c66061e8abd9481a8f813ec6dd63b54d,

title = "Intraday Trades Profile Estimation: An Intensity Approach",

author = "Alessio Sancetta",

year = "2021",

month = jul,

day = "16",

doi = "10.1093/jjfinec/nbab014",

language = "English",

volume = "21",

pages = "651--677",

journal = "Journal of Financial Econometrics",

issn = "1479-8409",

publisher = "Oxford University Press",

number = "3",

}