Jumps, cojumps and macro announcements
Lahaye, Jérôme, Laurent, Sébastien, Neely, Christopher J.
Published in Journal of applied econometrics (Chichester, England) (01.09.2011)
Published in Journal of applied econometrics (Chichester, England) (01.09.2011)
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Journal Article
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric, Lahaye, Jérôme, Rockinger, Michael
Published in Journal of banking & finance (01.12.2015)
Published in Journal of banking & finance (01.12.2015)
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Journal Article
Do jumps mislead the FX market?
Gnabo, Jean-Yves, Lahaye, Jérôme, Laurent, Sébastien, Lecourt, Christelle
Published in Quantitative finance (01.10.2012)
Published in Quantitative finance (01.10.2012)
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Journal Article
Comparaison de la durée moyenne de séjour des patients hospitalisés dans le service de court séjour gériatrique en entrée directe ou via les urgences après régulation par la ligne téléphonique dédiée
Published in Gériatrie et psychologie neuropsychiatrie du vieillissement
(01.09.2022)
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Journal Article
Jumps, cojumps and macro announcements
Lahaye, Jérôme, Laurent, Sébastien, Neely, Christopher J
Published in Journal of Applied Econometrics (2011)
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Published in Journal of Applied Econometrics (2011)
Journal Article
Jumps, cojumps and macro announcements
Lahaye, Jérôme, Laurent, Sébastien, Neely, Christopher J
Published in IDEAS Working Paper Series from RePEc (01.01.2007)
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Published in IDEAS Working Paper Series from RePEc (01.01.2007)
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