Intraday Trades Profile Estimation : An Intensity Approach. / Sancetta, Alessio.

In: Journal of Financial Econometrics, 16.07.2021.

Research output: Contribution to journalArticlepeer-review



  • Accepted Manuscript

    Accepted author manuscript, 596 KB, PDF document

    Embargo ends: 16/07/23

Original languageEnglish
Article numbernbab014
JournalJournal of Financial Econometrics
Publication statusPublished - 16 Jul 2021
This open access research output is licenced under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License.

ID: 42066604