Author/Creator: Sancetta, Alessio - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Sancetta, Alessio

1. A NONPARAMETRIC ESTIMATOR FOR THE COVARIANCE FUNCTION OF FUNCTIONAL DATA. (18th November 2014)

Authors:: Sancetta, Alessio
Journal:: Econometric theory
Issue:: Volume 31:Number 6(2015:Dec.)
Page Start:: 1359
Record Type:: Journal Article
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2. Drift Begone! Release policies and preannouncement informed trading. (November 2022)

Authors:: Kurov, Alexander; Sancetta, Alessio; Wolfe, Marketa Halova
Journal:: Journal of international money and finance
Issue:: Volume 128(2022)
Page Start:
Record Type:: Journal Article
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3. ESTIMATION FOR THE PREDICTION OF POINT PROCESSES WITH MANY COVARIATES. (24th April 2017)

Authors:: Sancetta, Alessio
Journal:: Econometric theory
Issue:: Volume 34:Number 3(2018)
Page Start:: 598
Record Type:: Journal Article
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4. Intraday End-of-Day Volume Prediction. (9th June 2019)

Authors:: Sancetta, Alessio
Journal:: Journal of financial econometrics
Issue:: Volume 19:Number 3(2021)
Page Start:: 472
Record Type:: Journal Article
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5. Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?. (19th December 2018)

Authors:: Kurov, Alexander; Sancetta, Alessio; Strasser, Georg; Wolfe, Marketa Halova
Journal:: Journal of financial and quantitative analysis
Issue:: Volume 54:Number 1(2019)
Page Start:: 449
Record Type:: Journal Article
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