Title: Intra-daily Volume Modeling and Prediction for Algorithmic Trading
Abstract: Journal Article Intra-daily Volume Modeling and Prediction for Algorithmic Trading Get access Christian T. Brownlees, Christian T. Brownlees Search for other works by this author on: Oxford Academic Google Scholar Fabrizio Cipollini, Fabrizio Cipollini Search for other works by this author on: Oxford Academic Google Scholar Giampiero M. Gallo Giampiero M. Gallo Search for other works by this author on: Oxford Academic Google Scholar Journal of Financial Econometrics, Volume 9, Issue 3, Summer 2011, Pages 489–518, https://doi.org/10.1093/jjfinec/nbq024 Published: 05 July 2010 Article history Received: 18 June 2009 Revision received: 01 June 2010 Accepted: 08 June 2010 Published: 05 July 2010