selected publications

• academic article

  • Intraday jumps and trading volume: a nonlinear Tobit specification.  Review of Quantitative Finance and Accounting.  47:1167-1186. 2015

• blog posting

  • On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis.  . 2017

• book

  • Market Microstructure and Nonlinear Dynamics 2014