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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Journal of banking & finance"
~person:"Jondeau, Eric"
~subject:"Nichtparametrisches Verfahren"
~subject:"Schätzung"
~subject:"United States"
~subject:"Yield curve"
~type_genre:"Aufsatz in Zeitschrift"
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Jondeau, Eric
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Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
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