Jumps in high frequency time series: determinants and informational content

Lahaye, Jérôme
(2009)

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Authors
  • Lahaye, JérômeUnamur
    author
Supervisors
Laurent, Sébastien
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Lahaye, J. (2009). Jumps in high frequency time series: determinants and informational content. https://hdl.handle.net/2078.5/46899