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

In: Journal of Financial Econometrics, 2021.

Research output: Contribution to journalArticlepeer-review

Forthcoming

Documents

  • Accepted Manuscript

    Accepted author manuscript, 596 KB, PDF document

Original languageEnglish
JournalJournal of Financial Econometrics
Publication statusAccepted/In press - 2021

ID: 42066604