Intra-daily volume modeling and prediction for algoritmic trading

Christian T. Brownlees; Fabrizio Cipollini; Giampiero M. Gallo

Year of publication:	2011
Authors:	Brownlees, Christian ; Cipollini, Fabrizio ; Gallo, Giampiero M.
Published in:	Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 9.2011, 3, p. 489-518

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