Intraday trades profile estimation : an intensity approach
Alessio Sancetta
| Year of publication: |
2023
|
|---|---|
| Authors: | Sancetta, Alessio |
| Subject: | algorithmic trading | asymptotic distribution | consistency | counting process | fused Lasso estimator | Schätztheorie | Estimation theory | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Schätzung | Estimation | Marktmikrostruktur | Market microstructure |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbab014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014314773