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

In: Journal of Financial Econometrics, 16.07.2021.

Research output: Contribution to journalArticlepeer-review

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

In: Journal of Financial Econometrics, 16.07.2021.

Research output: Contribution to journalArticlepeer-review

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Sancetta, Alessio. / Intraday Trades Profile Estimation : An Intensity Approach. In: Journal of Financial Econometrics. 2021.

BibTeX

@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",
journal = "Journal of Financial Econometrics",
issn = "1479-8409",
publisher = "Oxford University Press",

}

RIS

TY - JOUR

T1 - Intraday Trades Profile Estimation

T2 - An Intensity Approach

AU - Sancetta, Alessio

PY - 2021/7/16

Y1 - 2021/7/16

U2 - 10.1093/jjfinec/nbab014

DO - 10.1093/jjfinec/nbab014

M3 - Article

JO - Journal of Financial Econometrics

JF - Journal of Financial Econometrics

SN - 1479-8409

M1 - nbab014

ER -