Francesco Camana

Prime Minister's Office

Senior Technical Officer

Via Barberini, 47

00187 Rome

Italy

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Ensemble Properties of High Frequency Data and Intraday Trading Rules

Number of pages: 27 Posted: 09 Feb 2012 Last Revised: 18 Jul 2013

Fulvio Baldovin, Francesco Camana, Massimiliano Caporin, Michele Caraglio and Attilio Stella

University of Padua, Prime Minister's Office, University of Padua - Department of Statistical Sciences, University of Padua and University of Padua

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