@article{Nolte/Voev2011a,
author = {Nolte, Ingmar and Voev, Valeri},
title = {Trading Dynamics in the Foreign Exchange Market: A Latent Factor Panel Intensity Approach},
volume = {9},
number = {4},
pages = {685-716},
year = {2011},
doi = {10.1093/jjfinec/nbq033},
journal = {Journal of Financial Econometrics}
}