DRM
Sagna Béatrice
Phd Student
Publications
Communications sans actes
Brownlees C., Darolles S., Le Fol G., Sagna B. (2022), Forecasting intra-daily volume in large panels of assets, CIREQ Econometrics Conference in Honor of Eric Renault, Montreal, Canada
Prépublications / Cahiers de recherche
Brownlees C., Darolles S., Le Fol G., Sagna B. (2019), Forecasting Intra-daily Liquidity in Large Panels, Paris, Université Paris-Dauphine