Intraday End-of-Day Volume Prediction. / Sancetta, Alessio.

In: Journal of Financial Econometrics, 09.06.2019, p. 1-24.

Research output: Contribution to journalArticle



  • Accepted Manuscript

    Accepted author manuscript, 552 KB, PDF document

    Embargo ends: 9/06/21

Original languageEnglish
Article numbernbz019
Pages (from-to)1-24
Number of pages24
JournalJournal of Financial Econometrics
Publication statusPublished - 9 Jun 2019
This open access research output is licenced under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License.

ID: 34122750