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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of banking & finance"
~person:"Lahaye, Jérôme"
~subject:"Börsenkurs"
~subject:"Zustandsraummodell"
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Lahaye, Jérôme
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of banking & finance
Research paper series / Swiss Finance Institute
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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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