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

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

Research output: Contribution to journalArticlepeer-review

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

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

Research output: Contribution to journalArticlepeer-review

Harvard

APA

Sancetta, A. (2019). Intraday End-of-Day Volume Prediction. Journal of Financial Econometrics, 1-24. [nbz019]. https://doi.org/10.1093/jjfinec/nbz019

Vancouver

Sancetta A. Intraday End-of-Day Volume Prediction. Journal of Financial Econometrics. 2019 Jun 9;1-24. nbz019. https://doi.org/10.1093/jjfinec/nbz019

Author

Sancetta, Alessio. / Intraday End-of-Day Volume Prediction. In: Journal of Financial Econometrics. 2019 ; pp. 1-24.

BibTeX

@article{89b4cdab3166413e9c94725b70f939d8,
title = "Intraday End-of-Day Volume Prediction",
author = "Alessio Sancetta",
year = "2019",
month = jun,
day = "9",
doi = "10.1093/jjfinec/nbz019",
language = "English",
pages = "1--24",
journal = "Journal of Financial Econometrics",
issn = "1479-8409",
publisher = "Oxford University Press",

}

RIS

TY - JOUR

T1 - Intraday End-of-Day Volume Prediction

AU - Sancetta, Alessio

PY - 2019/6/9

Y1 - 2019/6/9

U2 - 10.1093/jjfinec/nbz019

DO - 10.1093/jjfinec/nbz019

M3 - Article

SP - 1

EP - 24

JO - Journal of Financial Econometrics

JF - Journal of Financial Econometrics

SN - 1479-8409

M1 - nbz019

ER -