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type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"The journal of risk model validation"
~person:"Jondeau, Eric"
~subject:"Marktmikrostruktur"
~subject:"Microstructure model"
~subject:"Statistical distribution"
~subject:"Zeitreihenanalyse"
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Journal of banking & finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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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